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Options Institute — Options: Essential Concepts and Trading Strategies
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Íàçâàíèå: Options: Essential Concepts and Trading StrategiesÀâòîð: Options Institute Àííîòàöèÿ: Options, when used strategically can help investors control investment risk, capitalize on market opportunities, or enhance investment income. In order to maximize these opportunities, market participants must first grasp the fundamentals of options, including their attendant risk, features, and benefits. Options: Essential Concepts and Trading Strategies is an authoritative guide to options products and the tactics for incorporating them into an investment strategy. This easy-to-understand guide explains what options are, how they are priced, and how they are traded. Most importantly, it shows how options can enhance a portfolio's performance and help readers meet their investment objective. Covering Everything from the history of the options industry to the latest index options and products (including LEAPS, CAPS, and FLEX) this revised edition shows how to: Use options to protect profits, positions and portfolios; Make more informed, strategic decisions when buying or selling equity and index options- and avoid the most common pitfalls; Understand options pricing and forecasting theories without getting bogged down in the math.
ßçûê: Ðóáðèêà: Ýêîíîìèêà è ôèíàíñû /Ñòàòóñ ïðåäìåòíîãî óêàçàòåëÿ: Ãîòîâ óêàçàòåëü ñ íîìåðàìè ñòðàíèö ed2k: ed2k stats Èçäàíèå: 2ndÃîä èçäàíèÿ: 1995Êîëè÷åñòâî ñòðàíèö: 430Äîáàâëåíà â êàòàëîã: 14.11.2006Îïåðàöèè: Ïîëîæèòü íà ïîëêó |
Ñêîïèðîâàòü ññûëêó äëÿ ôîðóìà | Ñêîïèðîâàòü ID
Ïðåäìåòíûé óêàçàòåëü
Standard & Poor's 500 Stock Index options (SPX) 11 329; Standard & Poor's 500 Stock Index options (SPX), introduction of by CBOE 11 Standard & Poor's 500 Stock Index options (SPX), LEAPS options on 329 Standard deviation 72—74; see also Volatility Standard deviation, risk measurement as 319—320 Standardization of contract terms 6—9 Static portfolio insurance 341 352—354 Static portfolio insurance, versus dynamic insurance 352—354 Stock index futures 202—204 211—212 249 275 317—318 347—348 353 Stock index futures, cash overlay strategy 367 Stock price curve and 269—270 Stock price curve and, delta and 38—42 Stock price curve and, gamma and 42—46 Stock price curve and, historical 58—59 Stock price curve and, option price and 20—21 Stock price curve and, prediction, importance of 75 78 Stock price curve and, probable future price movements 72—73 Stock price curve and, theoretical value and 27—28 Stock repair 191—192; see also Repair strategies Stop order 166 Straddle see Long straddle and Short straddle Strangle see Long strangle and Short strangle Strike price 8 18—21 Strike price, intervals between 18—19 Synthetic equivalents 250—251; see also Equivalent positions Synthetic long stock 250—251 Systematic writing 178—179; see also Covered call writing Takeovers, covered call writing and 175 tau see Vega Thales Theoretical traders 248 Theoretical value 26—37 57—71 Theoretical value, basis for 76—78 Theoretical value, call 26—28 Theoretical value, components of 26 Theoretical value, estimate as 76 Theoretical value, expected value as 67 Theoretical value, expected volatility and 68 Theoretical value, implied volatility and 68—71 270—271 Theoretical value, interest rates and 33—34 Theoretical value, put 25 27—28 Theoretical value, stock price and 27—28 Theoretical value, time and 29—33 Theoretical value, volatility and 34—37 57—68 262—267 305 Theta 47—49 272; Time box 262 Time decay 23 29—33 Time decay, bear put spread and 115 Time decay, bull call spread and 109—110 Time decay, butterfly spread and 285 Time decay, call options and 29—31 Time decay, call writing and 96—98 Time decay, LEAPS and 141—143 Time decay, long straddle and 120—121 Time decay, option buyers and 32—33 Time decay, option writers and 32—33 Time decay, put buying and 91 Time decay, put options and 31 Time decay, short straddle and 132 Time decay, small investor and 192—193 Time decay, speculative call buying and 85—86 Time decay, theta and 47—49 272 Time spread 261 271—272 278—284; Time spread, dividends and interest effect 283 Time spread, jelly roll and 261 280 Time spread, time decay and 281—282 Time spread, trading 281—284 Time spread, volatility and 271—272 282—283 Time value 21—22 Time, delta and 46—47 Time, theoretical value and 29—33 Time, theta and 47—49 Treasury bills 177 303 344—346 351—352 358—359 Treasury bills, 90/10 strategy 220—221 344—345 351—352 358—359 Treasury bills, writing puts and buying 345—346 350 Treasury bond options 12 Tulip craze in Holland 1—2 Turnbridge & Company 3—4 Two-sided market 9 245 Uncovered call writing 94—99; see also Call options Uncovered put writing 99—102 175—177 241—244 310; Understanding Put and Call Options 5 Undervalued options 75—78 249 Underwrite 310; see also Put options Vega 49 271—272 Vertical spread 284 VIX see Market Volatility Index CBOE Volatility 57—79 Volatility Index see Market Volatility Index Volatility of option price, implied volatility 201 209 213—214 216—217 226—228 Volatility plays 270—272 Volatility premium 266—267 Volatility premium, time spread and 271—272 282—283 Volatility, average stock price movements and 72—73 Volatility, binomial process 62 Volatility, covered call writing and 105 Volatility, daily returns and 58—59 Volatility, delinking index futures and stock market 317—318 Volatility, expected 57 67—69 Volatility, expected stock price distribution and 68 71 Volatility, expected value and 59—67 Volatility, exposure 264—267 Volatility, future 57 Volatility, historical 57—59 305 Volatility, implied 36—37 57 68—71 78 161—162 270—271 305—311; Volatility, implied price ranges and 73—75 Volatility, LEAPS and 143—144 Volatility, long volatility 271 Volatility, option buyers and 75 77—78 Volatility, option value and 59—71 Volatility, option writers and 75 77—78 Volatility, price distribution and 59—71 266 Volatility, short volatility 271 Volatility, standard deviations and 72—74 Volatility, summary of 78—79 305 Volatility, theoretical value and 34—37 57—68 262—267 305 Volatility, time spread as volatility play 271—272 Volatility, unknown factor as 37 265 Volatility, vega and 49 271—272 Wall Street 3 Wall Street Journal, The 6 197 385 XII see Institutional Index XMI see Major Market Index Yield spread indicators 304
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