Study note

Option Trading : Pricing and Volatility Strategies and Techniques

Properties

Type
Books
Status
想读
Domain
Quant
Category
期权、波动率与衍生品交易
Source
book.douban.com
Vault note
library/books/quant/Option-Trading-Pricing-and-Volatility-Strategies-and-Techniques-0a6c19bd55da6fe0.md

Summary

Option Trading : Pricing and Volatility Strategies and Techniques 关注波动率交易、期权定价、统计优势、风险控制和交易执行,偏向实务交易员视角。

Highlights

适合学习如何把波动率预测、仓位管理和实际交易约束结合起来,而不只是背公式。

Notes

Euan Sinclair、尤安·辛克莱;2010-7-13。

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