ENGLISH

Option Market Making

By Allen Jan Baird

Book information

Publisher
Wiley
Year
1992
Language
english
Format
DJVU
Filesize
1 MB (1211513 bytes)
Pages
205\205
Topic
Economy
Time added
2010-01-07 06:59:20

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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