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Option trading : pricing and volatility strategies and techniques / Euan Sinclair.

By: Sinclair, Euan 1969-.
Material type: materialTypeLabelBookSeries: Wiley trading series.Publisher: Hoboken, N.J. : Wiley, 2010Description: xix, 298 p. : ill., charts ; 24 cm.ISBN: 9780470497104 (cloth).Subject(s): Options (Finance) | Pricing -- Mathematical models | Option Strategies -- InvestmentsDDC classification: 332.632283
Contents:
History -- Introduction to options -- Arbitrage bounds for option prices -- Pricing models -- The solution of the BSM equation -- Option strategies.
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Item type Current location Call number Copy number Status Date due
Monograph Monograph Indian Institute of Management Udaipur
A6/4
332.632283 (Browse shelf) 1 Available

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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