This book thoroughly explains the options markets. Moreover, the work contains several unique features, including computer codes to calculate changes in options properties and a historic evaluation of options strategies and pricing theories. As a result, traders learn what works and what doesn't work. Specific features include: Exotic options; The factors influencing option pricing; Advanced trading strategies such as spreads and straddles; The importance of delta, gamma and theta; Risk management with options.
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16 of 16 people found the following review helpful:
3.0 out of 5 stars
A solid survey in Option Mechanics,
This review is from: Advanced Options Trading: The Analysis and Evaluation of Trading Strategies Hedging Tactics and Pricing Models (Hardcover)
Mr. Daigler's work, Advanced Options Trading, provides a sound overview of option pricing models and the variables that influence pricing for stocks, futures, and exotics. The model of focus is Black-Scholes, though I give Mr. Daigler credit for a renewed look at works by Cox, Rubenstein, and Ross. In addition to the sometimes-tedious theoretics of options, Daigler examines hedging techniques and arbitrage. Overall, a rigid yet unimaginative examination of derivatives, nothing surprising just reaffirming. Floor trading and market makers may find its presentation a pleasant refresher, otherwise look to McMillian or Sheldon Natenburg's works.
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Front Cover | Front Flap | Table of Contents | First Pages | Index | Back Flap | Back Cover | Surprise Me!
Inside This Book
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First Sentence:
Options contracts possess characteristics that are beneficial to both speculators and hedgers. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
covered option writing, option one period, specific strike price, cash asset price, strike price spread, limited loss feature, original stock price, pricing sensitivities, strike price intervals, underpriced options, payoff diagram, hedge ratio changes, overpriced options, nearby option, appropriate hedge ratio, covered call position, option price changes, individual stock options, option expiration, protective put strategy, current option price, synthetic call, position gamma, covered call strategy, option quotations Key Phrases - Capitalized Phrases (CAPs): (learn more)
Dow Jones, United States, New York, Option Simulator, The Wall Street Journal, Chicago Board Options Exchange, Intel May, Chicago Mercantile Exchange, Implied Sep, Max Profitcc New!
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Front Cover | Front Flap | Table of Contents | First Pages | Index | Back Flap | Back Cover | Surprise Me!
Options contracts possess characteristics that are beneficial to both speculators and hedgers. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
covered option writing, option one period, specific strike price, cash asset price, strike price spread, limited loss feature, original stock price, pricing sensitivities, strike price intervals, underpriced options, payoff diagram, hedge ratio changes, overpriced options, nearby option, appropriate hedge ratio, covered call position, option price changes, individual stock options, option expiration, protective put strategy, current option price, synthetic call, position gamma, covered call strategy, option quotations Key Phrases - Capitalized Phrases (CAPs): (learn more)
Dow Jones, United States, New York, Option Simulator, The Wall Street Journal, Chicago Board Options Exchange, Intel May, Chicago Mercantile Exchange, Implied Sep, Max Profitcc New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Front Flap | Table of Contents | First Pages | Index | Back Flap | Back Cover | Surprise Me!
Citations (learn more)
This book cites 12
books:
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2
books
cite this book:
- Options Markets by John C. Cox on page 299, page 300, and Back Matter
- Option Pricing (The Irwin series in finance) by Robert A. Jarrow on page 115, and Back Matter
- Financial Engineering by John F. Marshall on page 284, and Back Matter
- The Swaps Market by John F. Marshall on page 302, and Back Matter
- Advances in Futures and Options Research, Volume 9 (Advances in Futures and Options Research) (Advances in Futures and Options Research) by Peter Ritchken in Back Matter
See all 12 books this book cites
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