Options: The Investor's Complete Toolkit
Options: The Investor's Complete Toolkit covers the qualitative aspects of options most visible to the public -- profit motivated trading. And, it goes much further -- highlighting the quantitative side of options for portfolio managers, risk managers, hedging strategists, financial engineers, and arbitrageurs.
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The Option Contract
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$100 exercise price American call option American option American put arbitrage opportunity arbitrage profit assume binomial model Black-Scholes Model broker bull spread call and put call option call owner call price Chapter compute consider continuous dividend debt difference early exercise equals estimate European option European put ex-dividend example exceed Figure futures contract futures price holder implied volatilities insured portfolio investment Journal of Financial long position market maker Module number of periods option expires option position Option Pricing Model option trading options market payoff percent portfolio insurance present value price at expiration profits and losses put and call put option put price put-call parity remaining until expiration risk risk-free bond risk-free interest rate risk-free rate sell seller short position short trader shows standard deviation stock index stock portfolio stock price minus stock price movements stock returns stock trades striking price Transaction Cash Flow transaction costs underlying stock volatility zero