Advanced Options Trading: The Analysis and Evaluation of Trading Strategies, Hedging Tactics, and Pricing Models

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McGraw Hill Professional, 1994 - Business & Economics - 324 pages
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This book thoroughly explains the options markets. Moreover, the work contains several unique features, including computer codes to calculate changes in options properties and a historic evaluation of options strategies and pricing theories. As a result, traders learn what works and what doesn't work. Specific features include: Exotic options; The factors influencing option pricing; Advanced trading strategies such as spreads and straddles; The importance of delta, gamma and theta; Risk management with options.

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Stock Call Option Quotations and Pricing Relationships
Stock Put Option Quotations and Pricing Relationships
Characteristics of Stock Options

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