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An introduction to options trading /

Explaining the theory and practice of options from scratch, this book focuses on the practical side of options trading, and deals with hedging of options and how options traders earn money by doing so. Common terms in option theory are explained and readers are shown how they relate to profit. The b...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: De Weert, Frans
Format: Electronic eBook
Language:Inglés
Published: Chichester, England ; Hoboken, NJ : John Wiley, ©2006.
Subjects:
Online Access:Texto completo (Requiere registro previo con correo institucional)
Table of Contents:
  • Options
  • The Black-Scholes formula
  • Dividends and their effect on options
  • Implied volatility
  • Delta
  • Three other Greeks
  • The profit of option traders
  • Option Greeks in practice
  • Skew
  • Several option strategies
  • Different option strategies and why investors execute them
  • Two exotic options
  • Repo
  • Appendices A. Probability that an option expires in the money
  • B. Variance of a composite option.