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MARC Lista (tabellare)
Option spread strategies [[electronic resource] ] : trading up, down, and sideways markets / / Anthony J. Saliba ; with Joseph C. Corona and Karen E. Johnson
Option spread strategies [[electronic resource] ] : trading up, down, and sideways markets / / Anthony J. Saliba ; with Joseph C. Corona and Karen E. Johnson
Autore Saliba Anthony J
Edizione [1st ed.]
Pubbl/distr/stampa New York, : Bloomberg Press, 2009
Descrizione fisica 1 online resource (289 p.)
Disciplina 332.632283
332.64/53
332.6453
Altri autori (Persone) CoronaJoseph C. <1957->
JohnsonKaren E. <1967->
Collana Bloomberg Financial
Soggetto topico Stock options
Options (Finance)
Soggetto genere / forma Electronic books.
ISBN 1-282-68856-1
1-118-53163-9
9786612688560
0-470-88323-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto The covered-write -- Verticals -- Collars and reverse-collars -- Straddles and strangles -- Butterflies and condors -- Calendar spreads -- Ratio spreads -- Backspreads.
Record Nr. UNINA-9910139218203321
Saliba Anthony J  
New York, : Bloomberg Press, 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Option spread strategies [[electronic resource] ] : trading up, down, and sideways markets / / Anthony J. Saliba ; with Joseph C. Corona and Karen E. Johnson
Option spread strategies [[electronic resource] ] : trading up, down, and sideways markets / / Anthony J. Saliba ; with Joseph C. Corona and Karen E. Johnson
Autore Saliba Anthony J
Edizione [1st ed.]
Pubbl/distr/stampa New York, : Bloomberg Press, 2009
Descrizione fisica 1 online resource (289 p.)
Disciplina 332.632283
332.64/53
332.6453
Altri autori (Persone) CoronaJoseph C. <1957->
JohnsonKaren E. <1967->
Collana Bloomberg Financial
Soggetto topico Stock options
Options (Finance)
ISBN 1-282-68856-1
1-118-53163-9
9786612688560
0-470-88323-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto The covered-write -- Verticals -- Collars and reverse-collars -- Straddles and strangles -- Butterflies and condors -- Calendar spreads -- Ratio spreads -- Backspreads.
Record Nr. UNISA-996216496803316
Saliba Anthony J  
New York, : Bloomberg Press, 2009
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Option spread strategies [[electronic resource] ] : trading up, down, and sideways markets / / Anthony J. Saliba ; with Joseph C. Corona and Karen E. Johnson
Option spread strategies [[electronic resource] ] : trading up, down, and sideways markets / / Anthony J. Saliba ; with Joseph C. Corona and Karen E. Johnson
Autore Saliba Anthony J
Edizione [1st ed.]
Pubbl/distr/stampa New York, : Bloomberg Press, 2009
Descrizione fisica 1 online resource (289 p.)
Disciplina 332.632283
332.64/53
332.6453
Altri autori (Persone) CoronaJoseph C. <1957->
JohnsonKaren E. <1967->
Collana Bloomberg Financial
Soggetto topico Stock options
Options (Finance)
ISBN 1-282-68856-1
1-118-53163-9
9786612688560
0-470-88323-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto The covered-write -- Verticals -- Collars and reverse-collars -- Straddles and strangles -- Butterflies and condors -- Calendar spreads -- Ratio spreads -- Backspreads.
Record Nr. UNINA-9910830263303321
Saliba Anthony J  
New York, : Bloomberg Press, 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Option spread strategies [[electronic resource] ] : trading up, down, and sideways markets / / Anthony J. Saliba ; with Joseph C. Corona and Karen E. Johnson
Option spread strategies [[electronic resource] ] : trading up, down, and sideways markets / / Anthony J. Saliba ; with Joseph C. Corona and Karen E. Johnson
Autore Saliba Anthony J
Edizione [1st ed.]
Pubbl/distr/stampa New York, : Bloomberg Press, 2009
Descrizione fisica 1 online resource (289 p.)
Disciplina 332.632283
332.64/53
332.6453
Altri autori (Persone) CoronaJoseph C. <1957->
JohnsonKaren E. <1967->
Collana Bloomberg Financial
Soggetto topico Stock options
Options (Finance)
ISBN 1-282-68856-1
1-118-53163-9
9786612688560
0-470-88323-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto The covered-write -- Verticals -- Collars and reverse-collars -- Straddles and strangles -- Butterflies and condors -- Calendar spreads -- Ratio spreads -- Backspreads.
Record Nr. UNINA-9910840658303321
Saliba Anthony J  
New York, : Bloomberg Press, 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Option strategies [[electronic resource] ] : profit-making techniques for stock, stock index, and commodity options / / Courtney D. Smith
Option strategies [[electronic resource] ] : profit-making techniques for stock, stock index, and commodity options / / Courtney D. Smith
Autore Smith Courtney
Edizione [3rd ed.]
Pubbl/distr/stampa Hoboken, N.J., : John Wiley, c2008
Descrizione fisica 1 online resource (321 p.)
Disciplina 332.64/53
Collana Wiley trading
Soggetto topico Financial futures
Options (Finance)
Commodity options
Soggetto genere / forma Electronic books.
ISBN 1-281-73287-7
9786611732875
0-470-37047-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Option Strategies: Profit-Making Techniques for Stock, Stock Index, and Commodity Options; Contents; Preface; Chapter 1: Introduction; DECISION STRUCTURES; SIMPLIFICATION OF OPTIONS CALCULATIONS; CARRYING CHARGES; OVERVIEW OF THE BOOK; Part I: Why and How Option Prices Move; Chapter 2: The Fundamentals of Options; WHAT IS AN OPTION?; DESCRIBING AN OPTION; LIQUIDATING AN OPTION; CHANGES IN OPTION SPECIFICATIONS; THE OPTION CHART; PRICE QUOTES; COMMISSIONS; ORDERS; Chapter 3: The Basics of Option Price Movements; THE COMPONENTS OF THE PRICE; THE FACTORS THAT INFLUENCE OPTIONS PRICES
KEY OPTIONS CALCULATIONSChapter 4: Advanced Option Price Movements; ADVANCED OPTION PRICE MOVEMENTS; OPTION PRICING MODELS; THE GREEKS; DESCRIBING AN OPTION STRATEGY; NEUTRAL STRATEGIES; NOT EQUIVALENTS; Chapter 5: Volatility; VOLATILITY AND THE OPTIONS TRADER; WHAT IS VOLATILITY?; BELL CURVES AND STANDARD DEVIATIONS; PROBABILITY DISTRIBUTION; LOGNORMAL DISTRIBUTION; THE REALITY OF PRICE DISTRIBUTIONS; RANDOM PRICES; HOW TO CALCULATE HISTORICAL VOLATILITY; PREDICTING IMPLIED VOLATILITY; Part II: Option Strategies; Chapter 6: Selecting a Strategy; OPTION CREATIVITY; TRADEOFFS
CONSTRUCTING A STRATEGYBUILDING A STRATEGY; THE KEY IS HAVING AN APPROACH; NOW WHAT DO I DO?; USING THE TABLES; THE BOTTOM LINE; Chapter 7: Buy a Call; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; DECISION STRUCTURE; Chapter 8: Buy a Put; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; DECISION STRUCTURE; Chapter 9: Naked Call Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 10: Covered Call Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; WRITING AGAINST INSTRUMENT ALREADY OWNED; PHYSICAL LOCATION OF UNDERLYING INSTRUMENT
DECISION STRUCTUREWRITE AGAINST A CONVERTIBLE SECURITY; DIVERSIFICATION OF PROFIT AND PROTECTION; Chapter 11: Ratio Covered Call Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 12: Naked Put Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 13: Covered Put Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; WRITING AGAINST INSTRUMENT ALREADY OWNED; PHYSICAL LOCATION OF UNDERLYING INSTRUMENT; DECISION STRUCTURE; DIVERSIFICATION OF PROFIT AND PROTECTION; Chapter 14: Ratio Covered Put Writing; STRATEGY; EQUIVALENT STRATEGY
RISK/REWARDDECISION STRUCTURE; Chapter 15: Bull Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 16: Bear Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 17: Butterfly Spreads; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 18: Calendar Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 19: Ratio Spreads; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 20: Ratio Calendar Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 21: Straddles and Strangles; STRATEGY; RISK/REWARD; DECISION STRUCTURE
Chapter 22: Synthetic Calls and Puts
Record Nr. UNINA-9910453369703321
Smith Courtney  
Hoboken, N.J., : John Wiley, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Option strategies [[electronic resource] ] : profit-making techniques for stock, stock index, and commodity options / / Courtney D. Smith
Option strategies [[electronic resource] ] : profit-making techniques for stock, stock index, and commodity options / / Courtney D. Smith
Autore Smith Courtney
Edizione [3rd ed.]
Pubbl/distr/stampa Hoboken, N.J., : John Wiley, c2008
Descrizione fisica 1 online resource (321 p.)
Disciplina 332.64/53
Collana Wiley trading
Soggetto topico Financial futures
Options (Finance)
Commodity options
ISBN 1-281-73287-7
9786611732875
0-470-37047-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Option Strategies: Profit-Making Techniques for Stock, Stock Index, and Commodity Options; Contents; Preface; Chapter 1: Introduction; DECISION STRUCTURES; SIMPLIFICATION OF OPTIONS CALCULATIONS; CARRYING CHARGES; OVERVIEW OF THE BOOK; Part I: Why and How Option Prices Move; Chapter 2: The Fundamentals of Options; WHAT IS AN OPTION?; DESCRIBING AN OPTION; LIQUIDATING AN OPTION; CHANGES IN OPTION SPECIFICATIONS; THE OPTION CHART; PRICE QUOTES; COMMISSIONS; ORDERS; Chapter 3: The Basics of Option Price Movements; THE COMPONENTS OF THE PRICE; THE FACTORS THAT INFLUENCE OPTIONS PRICES
KEY OPTIONS CALCULATIONSChapter 4: Advanced Option Price Movements; ADVANCED OPTION PRICE MOVEMENTS; OPTION PRICING MODELS; THE GREEKS; DESCRIBING AN OPTION STRATEGY; NEUTRAL STRATEGIES; NOT EQUIVALENTS; Chapter 5: Volatility; VOLATILITY AND THE OPTIONS TRADER; WHAT IS VOLATILITY?; BELL CURVES AND STANDARD DEVIATIONS; PROBABILITY DISTRIBUTION; LOGNORMAL DISTRIBUTION; THE REALITY OF PRICE DISTRIBUTIONS; RANDOM PRICES; HOW TO CALCULATE HISTORICAL VOLATILITY; PREDICTING IMPLIED VOLATILITY; Part II: Option Strategies; Chapter 6: Selecting a Strategy; OPTION CREATIVITY; TRADEOFFS
CONSTRUCTING A STRATEGYBUILDING A STRATEGY; THE KEY IS HAVING AN APPROACH; NOW WHAT DO I DO?; USING THE TABLES; THE BOTTOM LINE; Chapter 7: Buy a Call; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; DECISION STRUCTURE; Chapter 8: Buy a Put; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; DECISION STRUCTURE; Chapter 9: Naked Call Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 10: Covered Call Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; WRITING AGAINST INSTRUMENT ALREADY OWNED; PHYSICAL LOCATION OF UNDERLYING INSTRUMENT
DECISION STRUCTUREWRITE AGAINST A CONVERTIBLE SECURITY; DIVERSIFICATION OF PROFIT AND PROTECTION; Chapter 11: Ratio Covered Call Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 12: Naked Put Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 13: Covered Put Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; WRITING AGAINST INSTRUMENT ALREADY OWNED; PHYSICAL LOCATION OF UNDERLYING INSTRUMENT; DECISION STRUCTURE; DIVERSIFICATION OF PROFIT AND PROTECTION; Chapter 14: Ratio Covered Put Writing; STRATEGY; EQUIVALENT STRATEGY
RISK/REWARDDECISION STRUCTURE; Chapter 15: Bull Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 16: Bear Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 17: Butterfly Spreads; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 18: Calendar Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 19: Ratio Spreads; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 20: Ratio Calendar Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 21: Straddles and Strangles; STRATEGY; RISK/REWARD; DECISION STRUCTURE
Chapter 22: Synthetic Calls and Puts
Record Nr. UNINA-9910782398903321
Smith Courtney  
Hoboken, N.J., : John Wiley, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Option strategies [[electronic resource] ] : profit-making techniques for stock, stock index, and commodity options / / Courtney D. Smith
Option strategies [[electronic resource] ] : profit-making techniques for stock, stock index, and commodity options / / Courtney D. Smith
Autore Smith Courtney
Edizione [3rd ed.]
Pubbl/distr/stampa Hoboken, N.J., : John Wiley, c2008
Descrizione fisica 1 online resource (321 p.)
Disciplina 332.64/53
Collana Wiley trading
Soggetto topico Financial futures
Options (Finance)
Commodity options
ISBN 1-281-73287-7
9786611732875
0-470-37047-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Option Strategies: Profit-Making Techniques for Stock, Stock Index, and Commodity Options; Contents; Preface; Chapter 1: Introduction; DECISION STRUCTURES; SIMPLIFICATION OF OPTIONS CALCULATIONS; CARRYING CHARGES; OVERVIEW OF THE BOOK; Part I: Why and How Option Prices Move; Chapter 2: The Fundamentals of Options; WHAT IS AN OPTION?; DESCRIBING AN OPTION; LIQUIDATING AN OPTION; CHANGES IN OPTION SPECIFICATIONS; THE OPTION CHART; PRICE QUOTES; COMMISSIONS; ORDERS; Chapter 3: The Basics of Option Price Movements; THE COMPONENTS OF THE PRICE; THE FACTORS THAT INFLUENCE OPTIONS PRICES
KEY OPTIONS CALCULATIONSChapter 4: Advanced Option Price Movements; ADVANCED OPTION PRICE MOVEMENTS; OPTION PRICING MODELS; THE GREEKS; DESCRIBING AN OPTION STRATEGY; NEUTRAL STRATEGIES; NOT EQUIVALENTS; Chapter 5: Volatility; VOLATILITY AND THE OPTIONS TRADER; WHAT IS VOLATILITY?; BELL CURVES AND STANDARD DEVIATIONS; PROBABILITY DISTRIBUTION; LOGNORMAL DISTRIBUTION; THE REALITY OF PRICE DISTRIBUTIONS; RANDOM PRICES; HOW TO CALCULATE HISTORICAL VOLATILITY; PREDICTING IMPLIED VOLATILITY; Part II: Option Strategies; Chapter 6: Selecting a Strategy; OPTION CREATIVITY; TRADEOFFS
CONSTRUCTING A STRATEGYBUILDING A STRATEGY; THE KEY IS HAVING AN APPROACH; NOW WHAT DO I DO?; USING THE TABLES; THE BOTTOM LINE; Chapter 7: Buy a Call; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; DECISION STRUCTURE; Chapter 8: Buy a Put; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; DECISION STRUCTURE; Chapter 9: Naked Call Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 10: Covered Call Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; WRITING AGAINST INSTRUMENT ALREADY OWNED; PHYSICAL LOCATION OF UNDERLYING INSTRUMENT
DECISION STRUCTUREWRITE AGAINST A CONVERTIBLE SECURITY; DIVERSIFICATION OF PROFIT AND PROTECTION; Chapter 11: Ratio Covered Call Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 12: Naked Put Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 13: Covered Put Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; WRITING AGAINST INSTRUMENT ALREADY OWNED; PHYSICAL LOCATION OF UNDERLYING INSTRUMENT; DECISION STRUCTURE; DIVERSIFICATION OF PROFIT AND PROTECTION; Chapter 14: Ratio Covered Put Writing; STRATEGY; EQUIVALENT STRATEGY
RISK/REWARDDECISION STRUCTURE; Chapter 15: Bull Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 16: Bear Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 17: Butterfly Spreads; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 18: Calendar Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 19: Ratio Spreads; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 20: Ratio Calendar Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 21: Straddles and Strangles; STRATEGY; RISK/REWARD; DECISION STRUCTURE
Chapter 22: Synthetic Calls and Puts
Record Nr. UNINA-9910810366403321
Smith Courtney  
Hoboken, N.J., : John Wiley, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Option strategies for directionless markets [[electronic resource] ] : trading with butterflies, iron butterflies, and condors / / Anthony J. Saliba ; with Joseph C. Corona and Karen E. Johnson
Option strategies for directionless markets [[electronic resource] ] : trading with butterflies, iron butterflies, and condors / / Anthony J. Saliba ; with Joseph C. Corona and Karen E. Johnson
Autore Saliba Anthony J
Edizione [1st ed.]
Pubbl/distr/stampa New York, : Bloomberg Press, 2008
Descrizione fisica 1 online resource (209 p.)
Disciplina 332.632283
332.64/53
332.6453
Altri autori (Persone) CoronaJoseph C. <1957->
JohnsonKaren E. <1967->
Collana Bloomberg Financial
Soggetto topico Options (Finance)
Stock options
Soggetto genere / forma Electronic books.
ISBN 0-470-88522-X
1-119-20429-1
1-282-68857-X
9786612688577
0-470-88321-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Option Strategies for Directionless Markets; Contents; List of Figures; Acknowledgments; Introduction; 1 Strategies for the Directionless Market; 2 Long Butterfly Spread Basics; 3 Long Condor Spread Basics; 4 The Greeks; 5 Application of the Greeks; 6 Understanding Iron Butterflies and Condors; 7 Popular Mutant Structures Broken-Wing Butterflies, Pterodactyls, and Iron Pterodactyls; 8 Strategy Application; 9 An Interview with Anthony J. Saliba; Appendix A: Final Exam; Appendix B: Glossary; Index
Record Nr. UNINA-9910139205903321
Saliba Anthony J  
New York, : Bloomberg Press, 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Option strategies for directionless markets [[electronic resource] ] : trading with butterflies, iron butterflies, and condors / / Anthony J. Saliba ; with Joseph C. Corona and Karen E. Johnson
Option strategies for directionless markets [[electronic resource] ] : trading with butterflies, iron butterflies, and condors / / Anthony J. Saliba ; with Joseph C. Corona and Karen E. Johnson
Autore Saliba Anthony J
Edizione [1st ed.]
Pubbl/distr/stampa New York, : Bloomberg Press, 2008
Descrizione fisica 1 online resource (209 p.)
Disciplina 332.632283
332.64/53
332.6453
Altri autori (Persone) CoronaJoseph C. <1957->
JohnsonKaren E. <1967->
Collana Bloomberg Financial
Soggetto topico Options (Finance)
Stock options
ISBN 0-470-88522-X
1-119-20429-1
1-282-68857-X
9786612688577
0-470-88321-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Option Strategies for Directionless Markets; Contents; List of Figures; Acknowledgments; Introduction; 1 Strategies for the Directionless Market; 2 Long Butterfly Spread Basics; 3 Long Condor Spread Basics; 4 The Greeks; 5 Application of the Greeks; 6 Understanding Iron Butterflies and Condors; 7 Popular Mutant Structures Broken-Wing Butterflies, Pterodactyls, and Iron Pterodactyls; 8 Strategy Application; 9 An Interview with Anthony J. Saliba; Appendix A: Final Exam; Appendix B: Glossary; Index
Record Nr. UNINA-9910831086003321
Saliba Anthony J  
New York, : Bloomberg Press, 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Option strategies for directionless markets [[electronic resource] ] : trading with butterflies, iron butterflies, and condors / / Anthony J. Saliba ; with Joseph C. Corona and Karen E. Johnson
Option strategies for directionless markets [[electronic resource] ] : trading with butterflies, iron butterflies, and condors / / Anthony J. Saliba ; with Joseph C. Corona and Karen E. Johnson
Autore Saliba Anthony J
Edizione [1st ed.]
Pubbl/distr/stampa New York, : Bloomberg Press, 2008
Descrizione fisica 1 online resource (209 p.)
Disciplina 332.632283
332.64/53
332.6453
Altri autori (Persone) CoronaJoseph C. <1957->
JohnsonKaren E. <1967->
Collana Bloomberg Financial
Soggetto topico Options (Finance)
Stock options
ISBN 0-470-88522-X
1-119-20429-1
1-282-68857-X
9786612688577
0-470-88321-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Option Strategies for Directionless Markets; Contents; List of Figures; Acknowledgments; Introduction; 1 Strategies for the Directionless Market; 2 Long Butterfly Spread Basics; 3 Long Condor Spread Basics; 4 The Greeks; 5 Application of the Greeks; 6 Understanding Iron Butterflies and Condors; 7 Popular Mutant Structures Broken-Wing Butterflies, Pterodactyls, and Iron Pterodactyls; 8 Strategy Application; 9 An Interview with Anthony J. Saliba; Appendix A: Final Exam; Appendix B: Glossary; Index
Record Nr. UNINA-9910841472003321
Saliba Anthony J  
New York, : Bloomberg Press, 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui