1  20
Next
 Woodard, Jared.
 Upper Saddle River, N.J. : FTPress Delivers, ©2011.
 Description
 Book — 1 online resource ([21] pages) : illustrations
3. The Financial Times guide to options : the plain and simple guide to successful strategies [2011]
 Jordan, Lenny.
 2nd ed.  Harlow, England ; New York : Financial Times Prentice Hall, 2011.
 Description
 Book — 1 online resource (xv, 318 pages) : illustrations
 Summary

 Preface About the author About this book Introduction Part 1 Options fundamentals 1
 Options in Everyday life 2
 The basics of calls 3
 The basics of puts 4
 Pricing and behaviour 5
 Volatility and pricing models 6
 The Greeks and risk assessment: delta 7
 Gamma and theta 8
 Vega Part 2  Options spreads 9
 Call spreads and put spreads 10
 One by two directional spreads 11
 Combos and hybrid spreads for market direction 12
 Volatility spreads 13
 Iron butterflies and iron condors 14
 Butterflies and condors 15
 The covered write, the calendar spread and the diagonal spread Part 3 Thinking about options 16
 The interaction of the Greeks 17
 Options performance based on cost 18
 Options talk 1 19
 Options talk 2: trouble shooting and common problems 20
 Volatility skews
 Part 4 Basic nonessentials 21
 Futures, synthetics and putcall parity 22
 Conversions, reversals, boxes and options arbitrage 23
 Conclusion Glossary Suggestions for further reading Index of underlying contracts Index
 .
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
 Levy, Jared, 1976
 Hoboken, N.J. : Wiley, 2011.
 Description
 Book — 1 online resource (xxvii, 404 pages) : illustrations. Digital: text file.
 Summary

 CONTENTS; Foreword; Preface; Acknowledgments;
 CHAPTER 1 Market Basics and Market Mechanics: What Is Going On and How Does It All Work?; The Markets; Sectors and Industries; ETFsA Different Kind of Investment; Final Thoughts;
 CHAPTER 2 Data That Moves the Markets: The First Step in Your Analysis; Data and Sentiment; Economists, Predictions, and Indicators; Economic Indicators; Key Indicators to Watch; Final Thoughts;
 CHAPTER 3 Fundamental and Technical Stock Analysis and Tools: The Second Step in Your Analysis; Introduction to Fundamental Analysis; Digesting the News; Cheap versus Value.
 Mergers and Acquisitions for the Everyday Options TraderThe Wisdom (or Lack Thereof) of Crowds; Trading Tactics and Technical Analysis; Plans of Attack; New Trader Tips; Top 10 Things Professionals Do That the Average Retail Trader Doesn't; Final Thoughts;
 CHAPTER 4 Options Basics: Techniques and Fundamentals to Master Before Applying Any Options Strategy; The Oracle of Omaha Did It, Why Can't I?; The Basics; Trading OptionsOrder Types; Options Expiration in Detail; Exercise and Assignment; When Should You Exercise an Option Early?; What Is Triple Witching? (Or Quadruple Witching).
 Final Thoughts
 CHAPTER 5 The Greeks: The Forces That Influence Options' Prices; Delta; Final Thoughts;
 CHAPTER 6 Strategy: The Basic Options Trades; Basic Single Options Strategies; The Long Call; Covered Call (BuyWrite); BuyWrite versus Covered Call; Long Put; Basic Stock and Options Spread; Final Thoughts;
 CHAPTER 7 Strategy: The Basic Spread Trades; Vertical Spreads in Depth; The Four Basic Vertical SpreadsBasic Characteristics and Behavior; Credit Spreads versus Debit Spreads; Credit Vertical Spreads; Debit Vertical Spreads; Buying a Put Spread (Bear Put Spread).
 Buying a Call Spread (Bull Call Spread)Market Direction Neutral Spread Strategies; Final Thoughts;
 CHAPTER 8 Strategy: The Advanced Option Spreads; Market Neutral, Volatility, and Earnings Spread Strategies; Butterflies versus Condors; Iron Spreads; Iron Butterfly versus Iron Condor; Final Thoughts;
 CHAPTER 9 Advanced Concepts; PutCall Parity, Interest Rates, Dividends, and Forwards; Synthetics and More on PutCall Parity; Final Thoughts;
 CHAPTER 10 A Revolutionary Approach to the Mind Games of the Markets: Understand Why You Need Emotions to Trade Well; Trading Is Like Weather Forecasting.
 What Is Psych Cap?Strategies and Tactics for Large Psych Cap Balances; About the Contributor;
 CHAPTER 11 Turning Your Trading into a Business; Education; The Formative Process; Tips and Formulas for Budgetary Success; Setting Up a Legal Entity; Guidelines, Indicators, and Birds of Prey; Final Thoughts; About the Contributor; Notes; About the Author; Index.
5. OptionMetrics [2002 ]
 Philadelphia, PA : Wharton School of the University of Pennsylvania
 Description
 Dataset — 1 online resource
 Database topics
 Economics and Business
 Summary

Provides historical price and implied volatility data for the U.S. equity and index options markets. Data is on a daily basis and covers Jan. 1996 to the present
 Online


Business Library
 libguides.stanford.edu
 Google Books (Full view)
6. CBOE Indexes
 Philadelphia, PA : Wharton School of the University of Pennsylvania
 Description
 Dataset
 Database topics
 Economics and Business
 Summary

The CBOE (Chicago Board Options Exchange) Volatility Index(VIX) is a key measure of market expectations of nearterm volatility conveyed by S & P 500 stock index option prices. The VIX measures the market's expectation of 30day volatility. The VIX is based on S & P 500 index option prices and incorporates information from the volatility skew by using a wider range of strike prices rather than just atthemoney series. The data series for the old CBOE S & P100 Volatility Index (VXO) is available from 1986. The new CBOE S & P500 Volatility Index (VIX) data starts in 1990. Data for The CBOE NASDAQ Volatility Index (VXN) is only available after 2001. The CBOE DJIA Volatility Index (VXD) was released on April 25, 2005, but its data series is available from 1997
 Online


Business Library
 libguides.stanford.edu
 Google Books (Full view)
 Clarke, Jacqueline.
 Milton, Qld. : Wrightbooks, 2012.
 Description
 Book — 1 online resource (vii, 244 pages) : illustrations Digital: data file.
 Summary

 Options Made Simple: Simple, Easy to Understand Strategies Anyone can use for Success!; Contents; About the authors;
 Chapter 1: What are options?; What are options?; Options versus shares; Chapter summary;
 Chapter 2: Advantages and risks; Advantages of option trading; Risks of option trading; Chapter summary;
 Chapter 3: Types of options; Summary of call options and put options; Option buyers (takers); Option sellers (writers); Call options; Put options; Company issued options; Index options; Chapter summary;
 Chapter 4: Option pricing; Stock pricing versus option pricing; Intrinsic value.
8. Trading options in turbulent markets : master uncertainty through active volatility management [2010]
 Shover, Larry.
 Hoboken, N.J. : John Wiley, ©2010.
 Description
 Book — 1 online resource (xviii, 254 pages)
 Summary

 Acknowledgments. Introduction. Part One: Understanding the Relationship between Market Turbulence and Option Volatility.
 1 Managing Risk and Uncertainty with Options. What Is Risk? What Is Uncertainty? Seven Lessons Learned from Market Volatility. Understanding Derivatives. The Six Benefi ts of Options.
 2 Making Sense of Volatility in Options Trading. Volatility as an Asset Class. Analyzing Volatility with Implied Volatility. What Does Implied Volatility Reveal? Making Trading Decisions Based on the Disparity between Historical and Implied Volatility. Appreciating Volatility for All It Is Worth. How Volatility Really Works on the Trading Floor. Volatility and Uncertainty: Lessons for the Irrational Option Trader. Varieties of Option Volatility Trading.
 3 Working with Volatility to Make Investment Decisions. On Predicting the Future. Starting with Historical Volatility. Implied Volatility. Why Do Volatilities Increase as Equities Fall? Implied Versus Historical Volatility. Justifi cation for the Disparity Between Historical and Implied Volatility.
 4 Volatility Skew: Smile or Smirk? Considering Some Examples. A Primer on Random Walk and Normal Distribution. Dealing with the Higher Moments of the Normal Distribution. Skew Is High, Skew Is Low. So What? Does a "Flat" or "Steep" Skew Predict the Future? A Fair Warning About Thinking About Skew Too Much. Part Two Understanding Option Volatility and its Relationship to Option Greeks, Personal Decision Making, and Odds Creation.
 5 Extreme Volatility and Option Delta. The Misnomer of Delta and Probability of Exercise. Delta Defi ned. The Relationship Between Volatility and Delta. Higher Volatility and Delta. Lower Volatility and Delta. Delta, Time, and Volatility. Delta, Position Delta, Volatility, and the Professional Trader.
 6 Smoke and Mirrors: Managing Gamma through Volatile Markets. Gamma and Volatility. Managing Positive Gamma during a HighVolatility Environment. The Bad News: There's Always More than Meets the Eye. Practical Considerations for Managing Long Gamma in a HighVolatility Environment. Managing Negative Gamma in a HighVolatility Environment. Practical Considerations of Negative Gamma in High Volatility. Gamma and Volatility with Respect to Time Structure. Summary.
 7 Price Explosion: Volatility and Option Vega. The Relationship between Implied Volatility and Vega. Implied Volatility: Price Analogy. Option Vega and Time. Option Vega and Its Greek Cousins. Option Vega Implications. Don't Underestimate the Relationship between Volatility and Option Vega. Volatility and Vega Insensitivity. Important Concepts When Applying Option Vega in a Volatile Marketplace. Summary.
 8 Sand in the Hourglass: Volatility and Option Theta. Balancing Time Decay with Volatility: Mistakes Traders Make. Volatility and Theta: What Every Investor Needs to Know. Part Three Ten Proven Strategies to Employ in Uncertain Times.
 9 Preparing for Trading Using Volatility Strategies. The Elements of a Sound Trading Decision. Developing an Approach to Options Trading. The Mind of a Successful Trader. Decision Making, Options versus Everything Else.
 10 The BuyWrite, or the Covered Call. The BuyWrite (Covered Call) Defi ned. An Example of the Covered Call Strategy. The Theory and Reality of the Covered Call. Covered Call Writing and Implied Volatility. Implied Volatility in Practice. Managing Contracts in a Time of High Volatility or a Falling Market. Effective Call Writing in a Volatile Market.
 11 Covering the Naked Put. Contemplating the CashSecured Put. Utilizing the CashSecured Put in a HighVolatility Environment. CashSecured Put and Volatility: Risks and Consequences. Income Strategy: Volatility as an Asset Class and CashSecured Puts. Position Management.
 12 The Married Put: Protecting Your Profit. Volatility, Downside Risk, and the Case for Portfolio Insurance. Why Buy High Volatility? The Married Put. How and When to Use a Married Put. Example of When to Use a Married Put. The Married Put: Limiting Loss, Neutralizing Volatility, and Unleashing Upside Potential. Married Put: A RealLife Illustration.
 13 The Collar: Sleep at Night. Collar Strategy. Types of Collars. Summary. Conclusions on the Collar Strategy.
 14 The Straddle and Strangle: The Risks and Rewards of VolatilitySensitive Strategies. The Buying or Selling of Premium. Properties of Straddles and Strangles. Comparing Straddles and Strangles. How to Compare Historical and Implied Volatility. The Impact of Correlation and Implied Volatility Skew. An Alternative to the Naked Volatility Sale via the Straddle/Strangle: The Strangle Swap.
 15 The Vertical Spread and Volatility. Introduction to the Vertical Spread. A Trader's Reasoning for Trading a Vertical Spread. Designing Your Vertical Spread. Vertical Spreads and Greek Exposure. Vertical Spreads as a Pure Volatility Play. Comparing Volatility's Effect on Vertical Spreads. Summary: Comparing Vertical Spreads and Implied Volatility.
 16 Calendar Spreads: Trading Theta and Vega. Calendar SpreadingTrading Time. Risks and Rewards of the Calendar Spread. A Calendar Spread with a Bullish Expectation. Considerations and Observations for Calendar Spreads and Volatility.
 17 Ratio Spreading: Trading Objectives Tailor Made. How Back Spreads and Ratio Spreads Work. Back Spreads. Ratio Spreads. Greek Values and the Back Spread or Ratio Spread. Configuring and Pricing a Back Spread or Ratio Spread. Reconciling Volatility and the Back Spread or Ratio Spread.
 18 The Butterfly Spread. Setting up a Butterfly. The Butterfly Spread as a Volatility Investment. Greek Values and the Butterfly. Structuring and Pricing a Butterfly. Trading Butterfl ies in a Volatile Market.
 19 The Iron Butterfly and the Condor. The Iron Butterfly. The Condor. The Iron Butterfl y, the Condor, and a Volatile Marketplace. Index.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
9. The BlackScholes Model [2012]
 Capiński, Marek, 1951
 Cambridge : Cambridge University Press, 2012.
 Description
 Book — 1 online resource (180 pages)
 Summary

 Preface
 1. Introduction
 2. Strategies and riskneutral probability
 3. Option pricing and hedging
 4. Various extensions and applications
 5. Pathdependent options
 6. General models
 Index.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
 Thomsett, Michael C., author.
 Wayne, NJ : The Career Press, [2016]
 Description
 Book — 1 online resource (1 volume) : illustrations
11. Trading option backspreads [2012]
 Warner, Adam.
 Upper Saddle River, N.J. : FT Press Delivers, ©2012.
 Description
 Book — 1 online resource (1 volume) : illustrations
 Cohen, Guy, author.
 2nd edition.  [Place of publication not identified] : Pearson, 2005.
 Description
 Book — 1 online resource (368 pages). Digital: text file.
 Summary

 Acknowledgments. About the Author. Executive summary. Preface. 1. Introduction to Options. 2. Into the Marketplace. 3. The Basics of Fundamental Analysis. 4. The Basics of Technical Analysis. 5. Two Popular Strategies and How to Improve Them. 6. An Introduction to the Greeks. 7. Bull Call Spreads and Bull Put Spreads. 8. Two Basic Volatility Strategies. 9. Two Basic Sideways Strategies. 10. Trading and Investing Psychology. 11. Putting It All TogetherA Call to Action. 12. Stock Futures and Options Strategies (Bonus Chapter).
 Appendix I: Strategy Table.
 Appendix II: Glossary. References and Recommended Reading. Index.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
 Izraylevich, Sergey, 1966
 Upper Saddle River, N.J. : FTPress Delivers, ©2011.
 Description
 Book — 1 online resource ([20] pages) : illustrations.
 Summary

 Cover13;
 Assessment of Options Investments by Ranking Analysis
 Why Is an Additional Analytic Tool Needed?
 General Concept of Ranking Analysis
 The Coefficient of Criterion Effectiveness
 Statistical Testing
 Threshold Parameter
 Maximum Obtainable Values of the Criterion Effectiveness Coefficient
 Comparison of Ranking Analysis with Traditional Methods
 Conclusions.
14. The option trading lowrisk short spread [2011]
 Thomsett, Michael C.
 Upper Saddle River, N.J. : FTPress Delivers, ©2011.
 Description
 Book — 1 online resource ([12] pages)
 Summary

 Cover13;
 The Option Trading LowRisk Short Spread
 Short Option Risks
 Terminology Review
 Terminology Review
 Terminology Review
 Covered Calls as a Conservative Strategy
 Criteria for Selling Calls and Puts
 An Example of the LowRisk Short Spread
 Covered Call
 Uncovered Put
 Short Spread in Combination
 Expanding the Strategy.
 Ursone, Pierino, 1966 author.
 Chichester, West Sussex, United Kingdom : John Wiley & Sons, 2015.
 Description
 Book — 1 online resource (1 volume) : illustrations.
 Summary

 Preface ix
 Chapter 1 Introduction 1
 Chapter 2 The Normal Probability Distribution 7 Standard deviation in a financial market 8 The impact of volatility and time on the standard deviation 8
 Chapter 3 Volatility 11 The probability distribution of the value of a Future after one year of trading 11 Normal distribution versus lognormal distribution 11 Calculating the annualised volatility traditionally 15 Calculating the annualised volatility without 17 Calculating the annualised volatility applying the 16% rule 19 Variation in trading days 20 Approach towards intraday volatility 20 Historical versus implied volatility 23
 Chapter 4 Put Call Parity 25 Synthetically creating a Future long position, the reversal 29 Synthetically creating a Future short position, the conversion 30 Synthetic options 31 Covered call writing 34 Short note on interest rates 35
 Chapter 5 Delta 37 Change of option value through the delta 38 Dynamic delta 40 Delta at different maturities 41 Delta at different volatilities 44 20 80 Delta region 46 Delta per strike 46 Dynamic delta hedging 47 The at the money delta 50 Delta changes in time 53
 Chapter 6 Pricing 55 Calculating the at the money straddle using Black and Scholes formula 57 Determining the value of an at the money straddle 59
 Chapter 7 Delta II 61 Determining the boundaries of the delta 61 Valuation of the at the money delta 64 Delta distribution in relation to the at the money straddle 65 Application of the delta approach, determining the delta of a call spread 68
 Chapter 8 Gamma 71 The aggregate gamma for a portfolio of options 73 The delta change of an option 75 The gamma is not a constant 76 Long term gamma example 77 Short term gamma example 77 Very short term gamma example 78 Determining the boundaries of gamma 79 Determining the gamma value of an at the money straddle 80 Gamma in relation to time to maturity, volatility and the underlying level 82 Practical example 85 Hedging the gamma 87 Determining the gamma of out of the money options 89 Derivatives of the gamma 91
 Chapter 9 Vega 93 Different maturities will display different volatility regime changes 95 Determining the vega value of at the money options 96 Vega of at the money options compared to volatility 97 Vega of at the money options compared to time to maturity 99 Vega of at the money options compared to the underlying level 99 Vega on a 3dimensional scale, vega vs maturity and vega vs volatility 101 Determining the boundaries of vega 102 Comparing the boundaries of vega with the boundaries of gamma 104 Determining vega values of out of the money options 105 Derivatives of the vega 108 Vomma 108
 Chapter 10 Theta 111 A practical example 112 Theta in relation to volatility 114 Theta in relation to time to maturity 115 Theta of at the money options in relation to the underlying level 117 Determining the boundaries of theta 118 The gamma theta relationship 120 Theta on a 3dimensional scale, theta vs maturity and theta vs volatility 125 Determining the theta value of an at the money straddle 126 Determining theta values of out of the money options 127
 Chapter 11 Skew 129 Volatility smiles with different times to maturity 131 Sticky at the money volatility 133
 Chapter 12 Spreads 135 Call spread (horizontal) 135 Put spread (horizontal) 137 Boxes 138 Applying boxes in the real market 139 The Greeks for horizontal spreads 140 Time spread 146 Approximation of the value of at the money spreads 148 Ratio spread 149
 Chapter 13 Butterfly 155 Put call parity 158 Distribution of the butterfly 159 Boundaries of the butterfly 161 Method for estimating at the money butterfly values 163 Estimating out of the money butterfly values 164 Butterfly in relation to volatility 165 Butterfly in relation to time to maturity 166 Butterfly as a strategic play 166 The Greeks of a butterfly 167 Straddle strangle or the Iron fly 171
 Chapter 14 Strategies 173 Call 173 Put 174 Call spread 175 Ratio spread 176 Straddle 177 Strangle 178 Collar (risk reversal, fence) 178 Gamma portfolio 179 Gamma hedging strategies based on Monte Carlo scenarios 180 Setting up a gamma position on the back of prevailing kurtosis in the market 190 Excess kurtosis 191 Benefitting from a platykurtic environment 192 The mesokurtic market 193 The leptokurtic market 193 Transition from a platykurtic environment towards a leptokurtic environment 194 Wrong hedging strategy: Killergamma 195 Vega convexity/Vomma 196 Vega convexity in relation to time/Veta 202 Index 205.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
 Place, Steven.
 Upper Saddle River, N.J. : FTPress Delivers, ©2012.
 Description
 Book — 1 online resource ([29] pages) : illustrations
 Summary

In recent years, capital markets have undergone repeated periods of extraordinary volatility, creating and destroying massive amounts of wealth with stunning rapidity. In response to accelerating volatility, many investors have adopted hedging via options and other derivatives; tools that were once limited to specialists can now be used by retail traders with the click of a mouse. As these tools become increasingly prevalent, investors must learn a crucial new skill: how to use their prices to accurately gauge market perception of risk. In Timing Volatility , expert options trader Steven Place helps you develop a far deeper understanding of risk markets, including risk premia, implied volatility, and the VIX index. You'll learn how to identify signals of shifting risk perception in the markets and transform them into actionable ideas that put you a step ahead of other traders and investors. Next, Place guides you through the elements of a successful volatility timing model and presents a detailed example based on the classic trader's axiom "buy the blood"showing how to capture opportunities that arise only when others are panicking. Place concludes by introducing an extensive list of timing tools for more effective analysis and model development, including Bollinger Bands, moving averages, price/volatility divergences, volatility pivots, volatility term structure, volatility skew, and much more.
 Cofnas, Abe, 1950
 Hoboken, NJ : Bloomberg Press/Wiley, ©2012.
 Description
 Book — 1 online resource (xv, 232 pages) : illustrations
 Summary

 Foreword xi Preface xiii Acknowledgments xv INTRODUCTION What Are Binary Options and Why Are They Important? 1 Nadex versus CBOT Binaries 4 References 5
 CHAPTER 1 Key Features of a Binary Option Contract 7 Defi ning the Key Features 7 Strike Price versus Underlying Market Price 8 Currency Pairs as an Underlying Market 11 Moneyness 11 Moneyness and Trader Direction 12 The Role of a Market Maker 14 Sample Bid Ask at Nadex 17
 CHAPTER 2 Profit Opportunities in Binary Option Trading 19 Expected Probabilities 19 Winning Occurrence Analysis 23
 CHAPTER 3 Sentiment Analysis: The New Predictive Tools 27 Defi ning Sentiment 27 Applying Sentiment Detection Tools 32 References 41
 CHAPTER 4 Tracking Economic Forces that Impact Markets 43 The Fundamental Forces 44 Correlations Involving Binary Markets 47 Fear and the U.S. Dollar 52 Foreign Ownership of U.S. Treasuries 58 Crude Oil 59 Implications of Historic Commodity Plunge 60 Carry Trade and Interest Rate Differentials 63 Central Bankers Move the Markets 65 Evaluating Currency Pairs 66 Using an Economic Calendar as Trading Tool 67
 CHAPTER 5 Basic Technical Analysis 69 Key Candlestick Patterns 69 Trend Lines 74 Support and Resistance 77 Confi rming Strength with Price Break Charts 82 Key Patterns for Trading Analysis 89 Fibonacci Resistance Lines 94 References 97
 CHAPTER 6 Advanced Technical Analysis: Volatility Tools 99 Defi ning Volatility 99 Bollinger Bands 100 VIX: The Fear Index 110 Option Volatility and Sentiment: Put/Call Ratios 116 Volatility Smiles 119 Cycles as Trading Tools 124 Reviewing the Tools 126
 CHAPTER 7 General Binary Option Trading Strategies 127 Core Strategies 127 Examples for Strategy Selection 129 Combination Strategies 149 References 151
 CHAPTER 8 Strategies for Analyzing Event Risks 153 Key Steps in Analyzing Event Risks 157 Putting Strategies and Tactics Together: Timing and Managing Trades 161 Intermarket Uses of Binary Options 163 A Word on Intraday Strategies 164 References 164
 CHAPTER 9 Risk Management in Theory and Practice 167 Deal or No Deal? 168 The Confidence Index 168 Lot Size Management 169 Offsetting Trades: Failing Forward 170 Leverage and Margin 171 References 171
 CHAPTER 10 Evaluating and Improving Trading Performance 173 Key Performance Metrics 173 Strategy Scorecard 176 Performance Challenges 177 Analytical Challenges 179 Know Your Trading Personality 181 Targeting Total Returns 182
 CHAPTER 11 Algorithmic Approaches for Binary Option Trading 187 What Is Algorithmic Trading? 187 Advantages and Disadvantages of Automated Trading 187 Developing a Trading System 188 Evolving Your Approach 190 CONCLUSION The Future of Binary Option Trading 193 Appendix A: Test Your Knowledge 195 Appendix B: More Training Tools and Tests 205 Appendix C: Nadex Contract Specifications 207 Appendix D: Examples of Cycles in Binary Option Underlying Markets 215 About the Author 221 Index 223.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
18. Options math for traders : how to pick the best option strategies for your market outlook [2012]
 Nations, Scott.
 Hoboken, N.J. : John Wiley & Sons, ©2012.
 Description
 Book — 1 online resource
 Summary

 Preface ix Acknowledgments xvii PART ONE The Basics
 CHAPTER 1 The Basics 3
 CHAPTER 2 Direction, Magnitude, and Time 17
 CHAPTER 3 Volatility 25
 CHAPTER 4 Option Pricing Models and Implied Volatility 37 PART TWO The Phenomena
 CHAPTER 5 The Volatility Risk Premium 51
 CHAPTER 6 Implied Volatility and Skew 63
 CHAPTER 7 Time Value and Decay 77
 CHAPTER 8 The Bid/Ask Spread 87
 CHAPTER 9 Volatility Slope 105 PART THREE The Trades
 CHAPTER 10 Covered Calls 115
 CHAPTER 11 Selling Puts 151
 CHAPTER 12 Calendar Spreads 171
 CHAPTER 13 Risk Reversal 197
 CHAPTER 14 Vertical Spreads 217
 Appendix 235 Index 243.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
 Sinclair, Euan, 1969
 Hoboken, N.J. : Wiley, ©2010.
 Description
 Book — 1 online resource (xix, 298 pages) : illustrations Digital: text file.
 Summary

 Preface. Professional Trading. The Role of Mathematics. The Structure of this Book. Acknowledgments.
 Chapter 1 History. Summary.
 Chapter 2 Introduction to Options. Options. Specifications for an Option Contract. Uses of Options. Market Structure. Summary.
 Chapter 3 Arbitrage Bounds for Option Prices. American Options Compared to European Options. Absolute Maximum and Minimum Values. Summary.
 Chapter 4 Pricing Models. General Modeling Principles. Choice of Dependent Variables. The Binomial Model. The BlackScholesMerton (BSM) Model. Summary.
 Chapter 5 The Solution of the BlackScholesMerton (BSM) Equation. Delta. Gamma. Theta. Vega. Summary.
 Chapter 6 Option Strategies. Forecasting and Strategy Selection. The Strategies. Summary.
 Chapter 7 Volatility Estimation. Defining and Measuring Volatility. Forecasting Volatility. Volatility in Context. Summary.
 Chapter 8 Implied Volatility. The Implied Volatility Curve. Parameterizing and Measuring the Implied Volatility Curve. The Implied Volatility Curve as a Function of Expiration. Implied Volatility Dynamics. Summary.
 Chapter 9 General Principles of Trading and Hedging. Edge. Hedging. Trade Sizing and Leverage. Scalability and Breadth. Summary.
 Chapter 10 Market Making Techniques. Market Structure. Market Making. Trading Based on OrderBook Information. Summary.
 Chapter 11 Volatility Trading. Hedging. Hedging in Practice. The P/L Distribution of Hedged Option Positions. Summary.
 Chapter 12 Expiration Trading. Pinning. Pin Risk. Forward Risk. Exercising the Wrong Options. Irrelevance of the Greeks. Expiring at a Short Strike. Summary.
 Chapter 13 Risk Management. Example of Position Repair. Inventory. Delta. Gamma. Vega. Correlation. Rho. Stock Risk: Dividends and Buyin Risk. The Early Exercise of Options. Summary. Conclusion. Appendix A Distributions. Example. Moments and the Shape of Distributions. Appendix B Correlation. Glossary. Index.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
 Thomsett, Michael C.
 Upper Saddle River, NJ : Pearson Education, 2014.
 Description
 Book — 1 online resource (1 volume) : illustrations Digital: text file.
 Summary

To protect portfolios in today's volatile and uncertain market environment, institutional investors need to hedge losses, create extra sources of income, and reduce risk. In his extensively updated and expanded Options Trading for the Institutional Investor, Third Edition, renowned options expert Michael C. Thomsett shows how to do all this effectively. One step at a time, Thomsett helps institutional investors exploit powerful, carefully chosen options strategies that can dramatically increase overall returns as you manage risks within your institution's limits. Thomsett discusses covered call writing on carefully selected stocks, contingent purchase strategies, and powerful "combination" strategies that produce cash to bolster current income. He guides professional investors through every strategy, using actual examples, portfolios, and graphs taken directly from today's markets. Wherever applicable, he addresses specific forms of risk and volatility that only institutional investors face. This thoroughly updated Third Edition includes a chartbased analytical method that relies on reversal signals in the underlying as an alternative to volatility analysis. Thomsett presents new chapters on two powerful strategies he has developed and utilized to optimize returns while minimizing risk: the 123 Iron Butterfly, and the Dividend Collar. This edition also adds detailed new coverage of risk evaluation.
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