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Option trading : pricing and volatility strategies and techniques /

by Sinclair, Euan,
Series: Wiley trading series Published by : Wiley, (Hoboken, NJ :) Physical details: xix, 298 p. : ill., charts ; 24 cm. ISBN: 0470497106 Subject(s): Options (Finance) | Pricing %Mathematical models. Year: 2010
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Item type Location Call Number Status Notes Date Due
Book Book AUM Main Library 332.632283 S562 (Browse Shelf) Available JBC/2012/6152
Book Book AUM Main Library 332.632283 S562 (Browse Shelf) Available JBC/2012/6137
Book Book AUM Main Library 332.632283 S562 (Browse Shelf) Available JBC/2012/6137

Includes indexes.

History -- Introduction to options -- Arbitrage bounds for option prices -- Pricing models -- The solution of the BSM equation -- Option strategies.

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