Advanced Options Trading: The Analysis and Evaluation of Trading Strategies, Hedging Tactics, and Pricing Models
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
25 other sections not shown
American option arbitrage binomial model Black-Scholes model bull spread buying a call calculated calendar spread call and put Chapter cost covered call covered option writing covered writing creates currency futures currency options decreases dividends early exercise Equation equivalent example exchange Exhibit expiration month factors Figure floor traders foreign currency futures contract futures options hedge ratio hedger implied volatility in-the-money index options intrinsic value investment leverage Mark Rubinstein market maker maximum loss mispriced option buyer option contract option expiration option position option pricing model option strategies option value options markets options on futures options traded OptionVue out-of-the-money over-the-counter payoff diagrams period portfolio position delta pricing relationships pricing sensitivities protective put provides purchase put option put-call parity risk risk-free interest rate Scholes sell short shows speculator stock index stock options stock price changes stock price increases stock-only straddle strike price swap T-bond theta U.S. dollar underlying stock