LEADER 05274nam 2200661 450 001 9910830876303321 005 20210604105430.0 010 $a1-119-20310-4 010 $a1-118-22621-6 035 $a(CKB)2670000000262695 035 $a(EBL)947742 035 $a(OCoLC)795645170 035 $a(SSID)ssj0000722768 035 $a(PQKBManifestationID)11398139 035 $a(PQKBTitleCode)TC0000722768 035 $a(PQKBWorkID)10696847 035 $a(PQKB)11606615 035 $a(MiAaPQ)EBC947742 035 $a(DLC) 2012024658 035 $a(CaSebORM)9781118239407 035 $a(EXLCZ)992670000000262695 100 $a20160816h20122012 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aOptions math for traders $ehow to pick the best option strategies for your market outlook /$fScott Nations 205 $a1st edition 210 1$aHoboken, New Jersey :$cWiley,$d2012. 210 4$dİ2012 215 $a1 online resource (268 p.) 225 1 $aWiley Trading 300 $aIncludes index. 311 $a1-118-23940-7 311 $a1-118-16437-7 327 $aOptions Math for Traders; Contents; Preface; THE PHENOMENA; THE GOAL; THE STRATEGIES; THE TAKEAWAYS; JUST ONE EQUATION; ABOUT THE WEBSITE; GETTING STARTED IN OPTION TRADING; Acknowledgments; PART ONE The Basics; CHAPTER 1 The Basics; OPTION SPECIFICS; DESCRIBING AN OPTION; OPTION COST AND VALUE; Inherent Value; Time Value; HOW TIME VALUE CHANGES; DOING THE SAME FOR PUTS; MONEYNESS; CHAPTER 2 Direction, Magnitude, and Time; MAGNITUDE AND TIME ARE RELATED; UP AND DOWN AREN'T THE ONLY POSSIBILITIES; THE PATH MATTERS; VOLATILITY COMBINES THESE ISSUES; CHAPTER 3 Volatility; RISK IS VOLATILITY 327 $aINVESTORS DEMAND A RISK PREMIUM, REDUCING THE PRICE OF RISKY ASSETSVOLATILITY IS THE STANDARD DEVIATION OF RETURNS; STANDARD DEVIATION TELLS US WHAT RANGE OF OUTCOMES TO EXPECT; STANDARD DEVIATION OF RETURNS IS VOLATILITY; TYPES OF VOLATILITY; Forecast Volatility; Future Volatility; CHAPTER 4 Option Pricing Models and Implied Volatility; IT'S AN OPTION PRICING MODEL, NOT AN EQUATION FOR OPTION VALUES; A BLACK-SCHOLES EXAMPLE; THE ASSUMPTIONS; INPUTS TO THE BLACK-SCHOLES OPTION PRICING MODEL; IMPLIED VOLATILITY; THE SENSITIVITY OF OPTION PRICES TO CHANGES IN THE INPUTS; Delta; Theta; Gamma 327 $aVegaRho; PART TWO The Phenomena; CHAPTER 5 The Volatility Risk Premium; VOLATILITY RISK PREMIUM, THE WHAT; THE ASSUMPTIONS, THE WHY OF THE VOLATILITY RISK PREMIUM; THE VOLATILITY RISK PREMIUM-HOW MUCH; HOW TO THINK ABOUT THE VOLATILITY RISK PREMIUM; THE VOLATILITY RISK PREMIUM BY ASSET CLASS; THE VOLATILITY RISK PREMIUM OVER TIME; CHAPTER 6 Implied Volatility and Skew; IMPLIED VOLATILITY BY STRIKE PRICE; OPTION SKEW, THE WHEN; OPTION SKEW, THE WHERE; ASSUMPTIONS, THE FIRST WHY OF OPTION SKEW; ASSUMPTIONS AND OTHER REASONS; DETERMINING IF ONE OPTION IS A GOOD HEDGE FOR ANOTHER OPTION 327 $aSKEW, THE HOW MUCHCHAPTER 7 Time Value and Decay; TIME VALUE BY STRIKE PRICE; THETA-THE MEASURE OF DAILY OPTION TIME VALUE EROSION; OPTION PRICE EROSION DOESN'T HAPPEN IN A STRAIGHT LINE; OPTION PRICE EROSION, THE WHAT; ANOTHER WAY OF LOOKING AT DAILY EROSION; CHAPTER 8 The Bid/Ask Spread; WHAT DO WE MEAN BY "THE MARKET"?; MARKET MAKERS; BID/ASK SPREAD, THE WHAT; DELTA'S IMPACT ON BID/ASK SPREADS; WIDER BID/ASK SPREADS; THE BID/ASK SPREAD WHEN THERE'S MORE COMPETITION; EQUITY OPTIONS; THE BID/ASK FOR OPTION SPREADS; THE BID/ASK OF MULTI-LEGGED SPREADS 327 $aWHAT'S THE REAL FAIR VALUE OF AN OPTION BASED ON THE BID/ASK?CHAPTER 9 Volatility Slope; THE CORRELATION BETWEEN MARKET PRICES AND IMPLIED VOLATILITY; The Volatility Slope; THE VOLATILITY SLOPE, THE WHY; THE ASYMMETRY; VOLATILITY SLOPE AND SKEW ARE RELATED; PART THREE The Trades; CHAPTER 10 Covered Calls; COVERED CALLS ARE BEST FOR STOCKS YOU ALREADY OWN AND WANT TO KEEP; THE PHENOMENA AND COVERED CALLS; BREAKEVEN POINTS; BREAKEVEN POINTS AND RATES OF RETURN; Option Premium Yield; Return if Called Away; USING COVERED CALLS FOR DOWNSIDE PROTECTION; IF OUR STOCK RALLIES 327 $aSELECTING THE COVERED CALL 330 $aA practical guide to the math behind options and how that knowledge can improve your trading performance No book on options can guarantee success, but if a trader understands and utilizes option math effectively, good things are going to happen. The idea behind Options Math for Traders + Website is to help retail option traders understand some of the basic tenants and enduring relationships of options, and option math, that professional and institutional traders rely on every day. This book skillfully highlights those strategies that are inherently superior from an option math 410 0$aWiley trading. 606 $aOptions (Finance)$xMathematics 606 $aInvestments$xMathematics 615 0$aOptions (Finance)$xMathematics. 615 0$aInvestments$xMathematics. 676 $a332.64 676 $a332.64530151 700 $aNations$b Scott$01689097 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910830876303321 996 $aOptions math for traders$94063859 997 $aUNINA