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Description An A to Z options trading guide for the new millennium and the new economy Written by professional trader and quantitative analyst Euan Sinclair, Option Trading is a comprehensive guide to this discipline covering everything from historical background, contract types, and market structure to volatility measurement, forecasting, and hedging techniques.

This comprehensive guide presents the detail and practical information that professional option traders need, whether they're using options to hedge, manage money, arbitrage, or engage in structured finance deals. It contains information essential to anyone in this field, including option pricing and price forecasting, the Greeks, implied volatility, volatility measurement and forecasting, and specific option strategies.

This book will show you how to make the most of these profitable products, no matter what the market does.

Product details Format Hardback pages Dimensions x x 30mm People who bought this also bought. Volatility Trading Euan Sinclair. Option Market Making Allen Jan Baird. Option Volatility and Pricing Sheldon Natenberg. Options as a Strategic Investment Lawrence G McMillan.

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Reading Price Charts Bar by Bar Al Brooks. Naked Forex Alex Nekritin. Trades About to Happen David H. How to Make Money Selling Stocks Short William J. Beat the Forex Dealer Agustin Silvani. About Euan Sinclair EUAN SINCLAIR is an option trader with fifteen years of professional trading experience. He specializes in the design and implementation of quantitative trading strategies.

Sinclair is currently a proprietary option trader for Bluefin Trading, where he trades based on quantitative models of his own design. He holds a PhD in theoretical physics from the University of Bristol. Sinclair is also the author of the Wiley title Volatility Trading. Flap copy Successful trading, in general, is difficult and options specifically can be compli-cated. In most cases, those who do well have an ability to focus on good processes and let the results take care of themselves.

Nobody is more familiar with this situation than professional trader and quantitative analyst Euan Sinclair. In Option Trading, he's broken down the process into the parts you need to thrive--an understanding of market structure, knowledge of the instruments you trade, a way to capture an edge, and a methodology for managing risk. Written with the serious trader in mind, this comprehensive guide opens by exploring options, both historically and conceptually, and then uses the no-arbitrage principle to introduce option pricing--examining both static arbitrage relationships and the dynamic hedging approach.

With this critical background in hand, the largest and most substantial part of the book addresses how to actually trade options. Along the way, you'll gain an in-depth understanding of: The various option strategies that can be implemented, from puts and calls to strangles, straddles, and butterflies How to measure and forecast realized volatility, the nature and behavior of implied volatility, and what it takes to successfully trade the two The concept of expected value, the general idea of hedging, and the importance of trade sizing The strategies behind market making The essential aspects of risk management in option trading And much more Option trading is an important part of the financial landscape.

Back cover copy Praise for Option Trading "In this era of unprecedented volatility, it has become imperative to understand the intricacies of options markets. This book gives an unyielding trader's perspective on options trading, from the basics of option pricing to the finer points of risk management.

I highly recommend it as the best book of its kind on the market. This is not a theoretical account of what the author thinks markets ought to do, nor does it promise trading ideas so good you can ignore risk management, hedging, position repair, and other basic professional skills. It merely explains how professionals turn real ideas into real money. Sinclair is a professional options trader and emphasizes that making profits among intelligent competitive traders requires techniques and processes that must lead to a definable, tractable, and executable edge.

His most useful contribution to a field crowded with poor treatments is his insistence on not oversimplifying or waving away the option trading process because it takes accuracy, work, and thought.

Yet Sinclair's clarity and technical mastery give focus where previous authors have wallowed in obscurantism to camouflage ignorance and lack of practical experience. Sinclair's Option Trading is the finest work on the subject available and makes all previous treatments obsolete. Ward, Professor of Finance, The American University of Paris, and European Head of High Yield Investments, AXA Investment Managers-Paris show more.

Option Trading : Euan Sinclair :

Table of contents Preface. The Role of Mathematics. The Structure of this Book. Chapter 2 Introduction to Options. Specifications for an Option Contract.

Chapter 3 Arbitrage Bounds for Option Prices. American Options Compared to European Options. Absolute Maximum and Minimum Values. Chapter 4 Pricing Models. Choice of Dependent Variables. The Black-Scholes-Merton BSM Model. Chapter 5 The Solution of the Black-Scholes-Merton BSM Equation. Chapter 6 Option Strategies. Forecasting and Strategy Selection. Chapter 7 Volatility Estimation. Defining and Measuring Volatility. Chapter 8 Implied Volatility. The Implied Volatility Curve.

Parameterizing and Measuring the Implied Volatility Curve. The Implied Volatility Curve as a Function of Expiration. Chapter 9 General Principles of Trading and Hedging.

Trade Sizing and Leverage.

Chapter 10 Market Making Techniques. Trading Based on Order-Book Information. Chapter 11 Volatility Trading. Chapter 12 Expiration Trading. Exercising the Wrong Options. Irrelevance of the Greeks. Expiring at a Short Strike. Chapter 13 Risk Management. Example of Position Repair. Dividends and Buy-in Risk.

The Early Exercise of Options. Moments and the Shape of Distributions.

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