Volatility Trading [With CDROM] (Mixed Media Product)

Description: Praise for VOLATILITY TRADING Written by a mathematically literate trader, this concise guide is full of valuable insights not just for volatility traders but for quantitative traders too. From Zakamoulines optimal delta-hedging approximation to Brownes optimal trade-sizing policy, there is much interesting technical material that is put to work to provide a framework for thinking clearly about practical problems such as: When should we hedge? Should we double up or cut or position? How much capital should we allocate to a trade in the first place? This book raises the discussion of quantitative trading to a new level and I strongly recommend it.

Price: 30 USD

Location: Villa Park, Illinois

End Time: 2024-10-23T01:54:36.000Z

Shipping Cost: N/A USD

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Return shipping will be paid by: Buyer

All returns accepted: Returns Accepted

Item must be returned within: 14 Days

Refund will be given as: Money Back

EAN: 9780470181997

ISBN: 0470181990

Binding: TC

Book Title: Volatility Trading, + Website

Item Length: 9.3in

Item Height: 0.8in

Item Width: 6.3in

Author: Euan Sinclair

Format: Hardcover

Language: English

Topic: Investments & Securities / Futures, Finance / General, Investments & Securities / Options, Investments & Securities / General

Publisher: Wiley & Sons, Incorporated, John

Publication Year: 2008

Genre: Business & Economics

Item Weight: 15.2 Oz

Number of Pages: 224 Pages