Fixed Income Options Valuation, Trading and Arbitrage

by Christina I. Ray

Each time the market shifts in response to trading activities, a host of profit-making opportunities present themselves. This book shows traders and portfolio managers how to monitor market movements to stay one step ahead of the other player, maximizing return and minimizing risk through arbitrage. Reveals the fundamentals of options trading and valuation, from the mechanics of executing a delta-neutral trade on the floor of the Chicago Board of Trade to the mathematical models used to compute options prides.

346 pages, Hardcover

First published January 1, 1995