Option Market Making: Trading and Risk Analysis for the Financial and Commodity Option MarketsISBN: 978-0-471-57832-1
Hardcover
224 pages
November 1992
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Economics of Option Market Making.
Options.
Option Risks.
Position Risk Profiles.
Synthetic Option Market Making.
Calendar Spread Risk.
On Strategy.
Market-Making Tactics.
Observations from the Floor.
Appendix.
References and Suggested Reading.
Index.
Options.
Option Risks.
Position Risk Profiles.
Synthetic Option Market Making.
Calendar Spread Risk.
On Strategy.
Market-Making Tactics.
Observations from the Floor.
Appendix.
References and Suggested Reading.
Index.