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9780471578321

Option Market Making Trading and Risk Analysis for the Financial and Commodity Option Markets

Option Market Making Trading and Risk Analysis for the Financial and Commodity Option Markets
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  • ISBN-13: 9780471578321
  • ISBN: 0471578320
  • Publisher: Wiley & Sons, Incorporated, John

AUTHOR

Baird, Allen Jan

SUMMARY

Approaches trading from the viewpoint of market makers and the part they play in pricing, valuing and placing positions. Covers option volatility and pricing, risk analysis, spreads, strategies and tactics for the options trader, focusing on how to work successfully with market makers. Features a special section on synthetic options and the role of synthetic options market making (a role of increasing importance on the trading floor). Contains numerous graphs, charts and tables.Baird, Allen Jan is the author of 'Option Market Making Trading and Risk Analysis for the Financial and Commodity Option Markets' with ISBN 9780471578321 and ISBN 0471578320.

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