Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Options math for traders : how to pick the best option strategies for your market outlook / / Scott Nations
| Options math for traders : how to pick the best option strategies for your market outlook / / Scott Nations |
| Autore | Nations Scott |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2012 |
| Descrizione fisica | 1 online resource (268 p.) |
| Disciplina |
332.64
332.64530151 |
| Collana | Wiley Trading |
| Soggetto topico |
Options (Finance) - Mathematics
Investments - Mathematics |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-20310-4
1-118-22621-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Options 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
INVESTORS 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 VegaRho; 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 SKEW, 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 WHAT'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 SELECTING THE COVERED CALL |
| Record Nr. | UNINA-9910141394903321 |
Nations Scott
|
||
| Hoboken, New Jersey : , : Wiley, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Options math for traders : how to pick the best option strategies for your market outlook / / Scott Nations
| Options math for traders : how to pick the best option strategies for your market outlook / / Scott Nations |
| Autore | Nations Scott |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2012 |
| Descrizione fisica | 1 online resource (268 p.) |
| Disciplina |
332.64
332.64530151 |
| Collana | Wiley Trading |
| Soggetto topico |
Options (Finance) - Mathematics
Investments - Mathematics |
| ISBN |
1-119-20310-4
1-118-22621-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Options 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
INVESTORS 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 VegaRho; 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 SKEW, 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 WHAT'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 SELECTING THE COVERED CALL |
| Record Nr. | UNINA-9910830876303321 |
|
Nations Scott
|
||
| Hoboken, New Jersey : , : Wiley, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||