Volatility Trading

✍ Scribed by Sinclair, Euan

• Publisher: John Wiley & Sons
• Year: 2013
• Tongue: English
• Series: Wiley Trading
• Edition: 2nd Edition
• Category: Library

✦ Synopsis

Option pricing -- Volatility measurement -- Stylized facts about returns and volatility -- Volatility forecasting -- Implied volatility dynamics -- Hedging -- Distribution of hedged option positions -- Money management -- Trade evaluation -- Psychology -- Generating returns through volatility -- The VIX -- Leveraged ETFs -- Life cycle of a trade.

✦ Table of Contents

Option pricing --
Volatility measurement --
Stylized facts about returns and volatility --
Volatility forecasting --
Implied volatility dynamics --
Hedging --
Distribution of hedged option positions --
Money management --
Trade evaluation --
Psychology --
Generating returns through volatility --
The VIX --
Leveraged ETFs --
Life cycle of a trade.

✦ Subjects

Couverture (Finances);Marchés à terme;Marchés à terme d'instruments financiers;Options (Finances);Options (Finance);Financial futures;Futures;Hedging (Finance);Marchés à terme;Marchés à terme d'instruments financiers