Description

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.

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

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Hardback by Allen Jan Baird

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Short Description:

Approaches trading from the viewpoint of market makers and the part they play in pricing, valuing and placing positions. Covers... Read more

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

    Number of Pages: 224

    Non Fiction , Business, Finance & Law

    Description

    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.

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