| Description |
xxii, 378 pages : illustrations ; 24 cm |
| Series |
Wiley finance series |
|
Wiley finance series.
|
| Contents |
Machine derived contents note: Contents -- Foreword Xii -- Introduction Error! Bookmark Not Defined. -- 1. About Derivatives Error! Bookmark Not Defined. -- 2. Application Of Derivatives Error! Bookmark Not Defined. -- 3. Functions Involved In Derivatives Operations Error! Bookmark Not Defined. -- 4. Conclusion Error! Bookmark Not Defined. -- Part I. Basic Knowledge Error! Bookmark Not Defined. -- Chapter 1. Basic Terms Error! Bookmark Not Defined. -- 1. Key Terms Error! Bookmark Not Defined. -- 2. Definitions Of Call And Put Options. Calls Error! Bookmark Not Defined. -- 3. Puts Error! Bookmark Not Defined. -- 4. Selling Options Error! Bookmark Not Defined. -- Questions: -- Answers: -- Additional information to Chapter 1. Terms used in trading -- Chapter 2. Drawing Option Charts Error! Bookmark Not Defined. -- 1. Principles Of Drafting Charts Error! Bookmark Not Defined. -- 2. Accounting In Charts For Options Premia Error! Bookmark Not Defined. -- 3. Risk Profile Of Purchased Options Error! Bookmark Not Defined. -- 4. Risk Profile Of Sold Options. Error! Bookmark Not Defined. -- 5. Heuristic Rules Of Constructing Charts Error! Bookmark Not Defined. -- Questions: -- Answers -- Additional information to Chapter 2. How to make an approximate calculation of an option's value -- Chapter 3. Introduction To Option Strategies Error! Bookmark Not Defined. -- Questions: -- Answers: -- Additional information to Chapter 3. Contract face value -- Chapter 4. Put/Call Parity Error! Bookmark Not Defined. -- 1. Put/Call Parity Error! Bookmark Not Defined. -- 2. At-The-Money, In-The-Money And Out-Of-The-Money Options. Error! Bookmark Not Defined. -- 3. Intrinsic Value And Time Value Of Options Error! Bookmark Not Defined. -- 4. Some Properties Of Time Value Error! Bookmark Not Defined. -- Questions: -- Answers: -- Part Ii. Option Strategies Error! Bookmark Not Defined. -- Chapter 5. Basic Option Strategies Error! Bookmark Not Defined. -- Questions: -- Answers: -- Additional information to Chapter 5. Currency options' price formats -- Chapter 6. Complex Option Strategies Error! Bookmark Not Defined. -- 1. Review Of Strategies Error! Bookmark Not Defined. -- 2. New Strategies Error! Bookmark Not Defined. -- 3. Rare Strategies Error! Bookmark Not Defined. -- Questions: -- Answers: -- Additional information to Chapter 6. Terminology used in trading spreads and risk reversals -- Chapter 7. Practical Steps In Creating And Designing Strategies Error! Bookmark Not Defined. -- Questions: -- Answers: -- Additional information to Chapter 7.Styles of options -- Chapter 8. Delta Error! Bookmark Not Defined. -- 1. Basic Characteristics Of Delta Error! Bookmark Not Defined. -- 2. Utilizing Delta In Hedging Strategies Error! Bookmark Not Defined. -- Questions: -- Answers: -- Additional information to Chapter 8. Some other derivatives: forwards, futures and swaps -- Chapter 9. Spreads Error! Bookmark Not Defined. -- 1. Alternative Method For Calculating The Breakeven Point Of Ratio Spreads Error! Bookmark Not Defined. -- 2. Calculations Of Options Breakeven Point Error! Bookmark Not Defined. -- Questions: -- Answers : -- Additional information to Chapter 9.Designing an option strategy -- Chapter 10. Utilization Of Options For Spot/Cash Trading Error! Bookmark Not Defined. -- Questions: -- Answers: -- Additional information to Chapter 10. Advice to beginning traders and sales professionals -- Part 3. Risk Parameters Of Options Error! Bookmark Not Defined. -- Chapter 11. Introduction: Volatility And The 'Greeks' (Theta, Vega, Gamma) Error! Bookmark Not Defined. -- 1. Volatility Error! Bookmark Not Defined. -- 2. Intrinsic Value And Time Value. Definition Of Theta Error! Bookmark Not Defined. -- 3. Definition Of Vega Error! Bookmark Not Defined. -- 4. Definition Of Gamma Error! Bookmark Not Defined. -- Questions: -- Answers: -- Additional information to Chapter 11. Options history -- Chapter 12. Volatility Error! Bookmark Not Defined. -- 1. Three Types Of Volatility Error! Bookmark Not Defined. -- 2. Historical Implied Volatility Error! Bookmark Not Defined. -- 3. Implied Volatility Error! Bookmark Not Defined. -- 4. Volatility Curve Error! Bookmark Not Defined. -- 5. Approximate Formula For Volatility Calculation Error! Bookmark Not Defined. -- 6. Simplified Formula For Option Premium Calculation Error! Bookmark Not Defined. -- Questions: -- Answers: -- Chapter 13. Vega Error! Bookmark Not Defined. -- 1. Basic Characteristics Of Vega Error! Bookmark Not Defined. -- 2. "Short" And "Long" Vega Positions Error! Bookmark Not Defined. -- 3. Behavior Of Vega Error! Bookmark Not Defined. -- Questions: -- Answers: -- Chapter 14. Theta Error! Bookmark Not Defined. -- 1. Basic Characteristics Of Theta Error! Bookmark Not Defined. -- 2. Theta Behavior Of Options With Different Delta Error! Bookmark Not Defined. -- 3. Theta Behavior Of In- And Out-Of-The-Money Options Error! Bookmark Not Defined. -- 4. Forward Rate Impact On Theta. Error! Bookmark Not Defined. -- Questions: -- Answers: -- Chapter 15. Gamma Error! Bookmark Not Defined. -- 1. Basic Characteristics Of Gamma Error! Bookmark Not Defined. -- 2. Practical Aspects Of Gamma Error! Bookmark Not Defined. -- 3. "Short" And "Long" Gamma Positions Error! Bookmark Not Defined. -- Questions: -- Answers: -- Chapter 16. Impact Of Interest Rates On Options Pricing And Strategies Error! Bookmark Not Defined. -- 1. Additional Aspects Of The Option Arbitrage Formula Error! Bookmark Not Defined. -- 2. "Synthetic Positions" Error! Bookmark Not Defined. -- 3. Impact Of Forward Rate Changes On Option Delta Error! Bookmark Not Defined. -- 4. Option Price Behavior With Respect To Forward Price Level Error! Bookmark Not Defined. -- 5. Impact Of Interest Rate Changes On Option Price Error! Bookmark Not Defined. -- 6. Inaccuracy Of The Term "Riskless Rate" Error! Bookmark Not Defined. -- 7. Rho Error! Bookmark Not Defined. -- Questions: -- Answers: -- Additional information to Exercise 16. Why do option dealers use volatility as a unit of price? -- Chapter 17. Dynamic Option Hedging Error! Bookmark Not Defined. -- 1. Basic Principles Of Hedging Error! Bookmark Not Defined. -- 2. Similar Behavior Of Hedged Put And Call Options At Expiration Date Error! Bookmark Not Defined. -- 3. More Complex Conceptions Error! Bookmark Not Defined. -- Questions: -- Answers: -- Additional information to Chapter 17. Influence of historical volatility on implied volatility of short-term options -- Chapter 18. Summing Up Error! Bookmark Not Defined. -- 1. Factors Influencing Short-Term Positions Error! Bookmark Not Defined. -- 2. Factors Influencing Long-Term Positions Error! Bookmark Not Defined. -- Questions: -- Answers: -- Additional information to Chapter 18. Instruction for directional option trading -- Chapter 19. Introduction To Exotic Options Error! Bookmark Not Defined. -- 1. Classification Error! Bookmark Not Defined. -- 2. Binary Options Error! Bookmark Not Defined. -- 3. Barrier Options Error! Bookmark Not Defined. -- 4. More Complex Types Error! Bookmark Not Defined. -- Questions: -- Answers: -- Additional information to Chapter 19. Strategies used with exotic options -- Chapter 20. Combined Options On Exotic Options Basis Error! Bookmark Not Defined. -- 1. Contingent Option Error! Bookmark Not Defined. -- 2. Resetting Forward Error! Bookmark Not Defined. -- 3. Barrier Forward (Barrier Risk-Reversal) Error! Bookmark Not Defined. -- Questions: -- Answers: -- Part Iv. Market Support (Market-Making) Error! Bookmark Not Defined. -- Chapter 21. Market-Making: Price Support Of Market Error! Bookmark Not Defined. -- 1. Basic Terms Error! Bookmark Not Defined. -- 2. Reading Market-Makers' Pricing Sheets Error! Bookmark Not Defined. -- 3. Determination Of Strategy Price Error! Bookmark Not Defined. -- 4. Determination Of Delta For Hedging Error! Bookmark Not Defined. -- Questions: -- Answers: -- Chapter 22. Introduction To Options Portfolio Management Error! Bookmark Not Defined. -- 1. Main Terms Error! Bookmark Not Defined. -- 2. Hedging Of Risk-Free Portfolio Error! Bookmark Not Defined. -- Questions: -- Answers: -- Part V. Hedging Market Risk Reduction For Producers And Consumers Error! Bookmark Not Defined. -- Chapter 23. Hedging With Options Error! Bookmark Not Defined. -- 1. First Steps In Development Of A Hedging Program Error! Bookmark Not Defined. -- 2. Comparison Of Efficiency Of Options To Spot Deals And Forward/Futures Error! Bookmark Not Defined. -- 3. Hedging With Options Error! Bookmark Not Defined. -- 4. Final Steps Error! Bookmark Not Defined. -- Questions: -- Answers: -- Additional information to Exercise 23. Instruction for dealing with energy derivatives -- Chapter 24. Complex Hedging Strategies Error! Bookmark Not Defined. -- Questions: -- Answers: -- Part Vi. Credit Risk Analysis Error! Bookmark Not Defined. -- Chapter 25. Forward And Settlement Risks In Spot, Forward And Non-Deliverable Forward Deals Error! Bookmark Not Defined. -- 1. Spot Deals Error! Bookmark Not Defined. -- 2. Forward Deals Error! Bookmark Not Defined. -- 3. Netting Error! Bookmark Not Defined. -- 4. Non-Deliverable Forwards (Ndf) Error! Bookmark Not Defined. -- Questions: -- Answers: -- Additional information to Chapter 25. Risk of settlement (delivery) -- Chapter 26. Risks Of Settlement On Option Deals Error! Bookmark Not Defined. -- 1. Summary Of Option Classifications Error! Bookmark Not Defined. -- 2. Credit Risks In Options Trading Error! Bookmark |
| Summary |
"This comprehensive resource offers a step-by-step approach to trading, hedging, and investing with options, and shares the key concepts and essential theories behind the successful use of options in today's markets. Options takes you from a basic clarification of terminology to straightforward explanations of complex options strategies. Along the way, you'll become familiar with a wide variety of topics that will enhance your options skills."--BOOK JACKET |
| Notes |
Formerly CIP. Uk |
| Bibliography |
Includes bibliographical references (pages 371-372) and index |
| Subject |
Options (Finance)
|
|
Risk management.
|
| LC no. |
2004016488 |
| ISBN |
0471691283 cloth |
|
