Description

Book Synopsis
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.

Table of Contents
Economics of Option Market Making.

Options.

Option Risks.

Position Risk Profiles.

Synthetic Option Market Making.

Calendar Spread Risk.

On Strategy.

Market-Making Tactics.

Observations from the Floor.

Appendix.

References and Suggested Reading.

Index.

Option Market Making

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    A Hardback by Allen Jan Baird


      View other formats and editions of Option Market Making by Allen Jan Baird

      Publisher: John Wiley & Sons Inc
      Publication Date: 16/11/1992
      ISBN13: 9780471578321, 978-0471578321
      ISBN10: 0471578320

      Description

      Book Synopsis
      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.

      Table of Contents
      Economics of Option Market Making.

      Options.

      Option Risks.

      Position Risk Profiles.

      Synthetic Option Market Making.

      Calendar Spread Risk.

      On Strategy.

      Market-Making Tactics.

      Observations from the Floor.

      Appendix.

      References and Suggested Reading.

      Index.

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