Option Market Making: Trading and Risk Analysis for the Financial and Commodity Option Markets                                
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              Allen Jan Baird

英文老书 , 三大交易经典之一, 侧重点不在理论模型而在交易盈利和风险管理


http://www.goodreads.com/book/show/1954672.Option_Market_Making
http://as.wiley.com/WileyCDA/WileyTitle/productCd-0471578320.html
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Description
Approaches trading from the viewpoint of market makers and the part they play in pricing, valuing and placing positions. Covers option volatility and pricing, risk analysis, spreads, strategies and tactics for the options trader, focusing on how to work successfully with market makers. Features a special section on synthetic options and the role of synthetic options market making (a role of increasing importance on the trading floor). Contains numerous graphs, charts and tables.


[size=12.727272033691406px]Table of Contents
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.