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Index
Preface
About this book
About the author
Acknowledgements
Introduction
PART 1 OPTIONS FUNDAMENTALS
Introduction
1 The basics of calls
2 The basics of puts
3 Pricing and behaviour
4 Volatility and pricing models
5 The Greeks and risk assessment: delta
6 Gamma and theta
7 Vega
PART 2 OPTIONS SPREADS
Introduction
8 Call spreads and put spreads, or one by one directional spreads
9 One by two directional spreads
10 Combos and hybrid spreads for market direction
11 Volatility spreads
12 Iron butterflies and iron condors: combining straddles and strangles for reduced risk
13 Butterflies and condors: combining call spreads and put spreads
14 The covered write, the calendar spread and the diagonal spread
PART 3 THINKING ABOUT OPTIONS
Introduction
15 The interaction of the Greeks
16 The cost of the Greeks
17 Options talk 1: technical analysis and the Vix
18 Options talk 2: trading options
19 Options talk 3: troubleshooting and common problems
20 Volatility skews
PART 4 BASIC NON-ESSENTIALS
Introduction
21 Futures, synthetics and put–call parity
22 Conversions, reversals, boxes and options arbitrage
23 Conclusions
Questions and answers
Glossary
Further reading
Index
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