Option Market Making
Author | : Allen Jan Baird |
Publisher | : John Wiley & Sons |
Total Pages | : 226 |
Release | : 1992-11-11 |
ISBN-10 | : 0471578320 |
ISBN-13 | : 9780471578321 |
Rating | : 4/5 (321 Downloads) |
Download or read book Option Market Making written by Allen Jan Baird and published by John Wiley & Sons. This book was released on 1992-11-11 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.