ºÝºÝߣshows by User: jayprich / http://www.slideshare.net/images/logo.gif ºÝºÝߣshows by User: jayprich / Sun, 06 Oct 2013 16:26:23 GMT ºÝºÝߣShare feed for ºÝºÝߣshows by User: jayprich Equity Option Trading : Derivatives Market Practices /slideshow/derivatives-market-practices-4x3/26917757 derivativesmarketpractices4x3-131006162623-phpapp01
Presented 25-Sep-2013 for Borsa İstanbul's Vadeli İşlem ve Opsiyon Piyasası (VİOP) Borsa İstanbul : Vadeli İşlem ve Opsiyon Piyasası (VİOP) - popular strategies' concentrate strikes & cause some skew - review implied probabilities and conditional payoff are model-free - gamma trading shows dynamic hedge issues - volatility is not a normal "asset class" - market maker's priorities for hedging jumps - key hidden assumptions causing model risk - important portfolio mismatch risks - spotting real options & non-economic options http://borsaistanbul.com/en/news/2013/09/26/borsa-istanbul-organizes-the-first-of-futures-and-options-market-seminar-series]]>
Presented 25-Sep-2013 for Borsa İstanbul's Vadeli İşlem ve Opsiyon Piyasası (VİOP) Borsa İstanbul : Vadeli İşlem ve Opsiyon Piyasası (VİOP) - popular strategies' concentrate strikes & cause some skew - review implied probabilities and conditional payoff are model-free - gamma trading shows dynamic hedge issues - volatility is not a normal "asset class" - market maker's priorities for hedging jumps - key hidden assumptions causing model risk - important portfolio mismatch risks - spotting real options & non-economic options http://borsaistanbul.com/en/news/2013/09/26/borsa-istanbul-organizes-the-first-of-futures-and-options-market-seminar-series]]> Sun, 06 Oct 2013 16:26:23 GMT /slideshow/derivatives-market-practices-4x3/26917757 jayprich@slideshare.net(jayprich) Equity Option Trading : Derivatives Market Practices jayprich Presented 25-Sep-2013 for Borsa İstanbul's Vadeli İşlem ve Opsiyon Piyasası (VİOP) Borsa İstanbul : Vadeli İşlem ve Opsiyon Piyasası (VİOP) - popular strategies' concentrate strikes & cause some skew - review implied probabilities and conditional payoff are model-free - gamma trading shows dynamic hedge issues - volatility is not a normal "asset class" - market maker's priorities for hedging jumps - key hidden assumptions causing model risk - important portfolio mismatch risks - spotting real options & non-economic options http://borsaistanbul.com/en/news/2013/09/26/borsa-istanbul-organizes-the-first-of-futures-and-options-market-seminar-series <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/derivativesmarketpractices4x3-131006162623-phpapp01-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> Presented 25-Sep-2013 for Borsa İstanbul&#39;s Vadeli İşlem ve Opsiyon Piyasası (VİOP) Borsa İstanbul : Vadeli İşlem ve Opsiyon Piyasası (VİOP) - popular strategies&#39; concentrate strikes &amp; cause some skew - review implied probabilities and conditional payoff are model-free - gamma trading shows dynamic hedge issues - volatility is not a normal &quot;asset class&quot; - market maker&#39;s priorities for hedging jumps - key hidden assumptions causing model risk - important portfolio mismatch risks - spotting real options &amp; non-economic options http://borsaistanbul.com/en/news/2013/09/26/borsa-istanbul-organizes-the-first-of-futures-and-options-market-seminar-series
Equity Option Trading : Derivatives Market Practices from James Prichard
]]> 1014 6 https://cdn.slidesharecdn.com/ss_thumbnails/derivativesmarketpractices4x3-131006162623-phpapp01-thumbnail.jpg?width=120&height=120&fit=bounds presentation White http://activitystrea.ms/schema/1.0/post http://activitystrea.ms/schema/1.0/posted 0 https://cdn.slidesharecdn.com/profile-photo-jayprich-48x48.jpg?cb=1527715763 CCA Analyst, GTO / GFS - Independent Review Group