Financial Times Guide to Options, The

The Plain and Simple Guide to Successful Strategies

Lenny Jordan (Autor)

Buch | Softcover

336 Seiten

2010 | 2nd edition
FT Publishing International (Verlag)
978-0-273-73686-8 (ISBN)

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The Financial Times Guide to Options, will introduce you to the instruments and markets of options, giving you the confidence to trade successfully. Options are explained in real-life terminology, using every-day examples and accessible language. Introducing three key options markets – stocks, bonds and commodities, the book explains options contracts from straight vanilla options to strangles and butterflies and covers the fundamentals of options pricing and trading

Originally published as Options Plain and Simple , this new edition includes:

How the options industry operates and how basic strategies have evolved

Risk management and how to trade safely

Inclusion of new products such as exchange traded funds

A glossary of key words and further reading

Addition of market scenarios and examples

Like all investment strategies, options offer potential return while incurring potential risk. The advantage of options trading is that risk can be managed to a greater degree than with outright buying or selling.

The Financial Times Guide to Options is a straightforward and practical introduction to the fundamentals of options. It includes only what is essential to basic understanding and presents options theory in conventional terms, with a minimum of jargon. This thorough guide will give you a basis from which to trade most of the options listed on most of the major exchanges. The Financial Times Guide to Options includes:

Options in everyday life
The basics of calls
The basics of puts
Pricing and behaviour
Volatility and pricing models
The Greeks and risk assessment: delta
Gamma and theta
Vega
Call spreads and put spreads, or one by one directional spreads
One by two directional spreads
Combos and hybrid spreads for market direction
Volatility spreads
Combining straddles and strangles for reduced risk
Combining call spreads and put spreads
The covered write, the calendar spread and the diagonal spread
The interaction of the Greeks
Options performance based on cost
Trouble shooting and common problems
Volatility skews
Futures, synthetics and put-call parity
Conversions, reversals, boxes and options arbitrage

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 non-essentials
21 Futures, synthetics and put-call parity
22  Conversions, reversals, boxes and options arbitrage
23 Conclusion
Glossary
Suggestions for further reading
Index of underlying contracts

Erscheint lt. Verlag	17.12.2010
Reihe/Serie	The FT Guides
Verlagsort	Harlow
Sprache	englisch
Maße	156 x 234 mm
Gewicht	507 g
Themenwelt	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
ISBN-10	0-273-73686-8 / 0273736868
ISBN-13	978-0-273-73686-8 / 9780273736868
Zustand	Neuware