Trading in options on futures:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York, NY
New York Inst. of Finance
1990
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| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | IX, 310 S. graphische Darst. |
| ISBN: | 0136385524 |
Staff View
MARC
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| adam_text | Contents
Preface, vii
PART I: OPTIONS CONTRACTS, 1
Chapter 1: Learning the Language, 3
Listed Options, 4
The Options Exchanges, 9
The Relationship Between Strike and Stock Prices, 14
Role of the Options Clearing Corp. OCC), 17
Summary, 22
Appendix: Glossary, 23
Chapter 2: Options Markets, 27
Premiums, 27
Options Derivatives, 30
Position Limits, 33
Exercise Limits, 35
Mi
CONTENTS
Covered Options, 36
Market Participants, 38
Options Margin, 41
Taxes, 47
Chapter 3: Options Strategies, 57
Straddles, 52
Combinations, 55
Spreads, 62
Other Options Products, 69
PART II: OPTIONS ON FUTURES, 73
Chapter 4: Applying Options to Futures Trading, 75
Puts and Calls on Futures, 75
Long and Short Futures Options Positions, 77
Options Versus Futures, 78
Getting Out of Futures Options Positions, 80
Futures Options Pricing Strategies, 81
Appendix: Where to Call for Further Information on
Options Contracts, 90
Chapter 5: Futures Options Strategies, 93
Long Call, 94
Short Call, 97
Covered Call, 100
Call Ratio Write, 102
Long Put, 104
Short Put, 106
Covered Put, 108
Volatility Trades, 110
Option Spreads, 116
Other Spreads, 127
Synthetics, 131
Fence, 138
iv
CONTENTS
Chapter 6: Hedging with Options on Futures, 141
Hedging with Futures, 143
Stacking a Hedge, 144
Hedging Versus Speculating, 145
Comparisons of Hedging Strategies, 146
Chapter 7: Evaluating Option Premiums, 753
An Exact Option Pricing Model, 154
Historical and Implied Volatility, 160
Market Information Contained in Implied Volatility Data, 168
Implied Volatility Differences Among Strike Prices, 170
Chapter 8: Delta, Gamma, Vega, Theta, 175
Delta, 176
Gamma, 180
Vega, 183
Theta, 185
PART III: SETTING THEORY TO PRACTICE, 189
Chapter 9: Portfolio Analysis, 797
Hedging a Long Cash Position, 192
Long Straddles, 200
Calendar Spreads, 205
Long Gamma Strategies, 207
Appendix: Settlement Prices/Implied Volatility of Crude
Oil Options, 211
Chapter 10: Making Markets in Futures Options, 273
An Illustrative Market Making Scenario, 213
Getting Pinned, 223
Arbitrage Strategies, 225
v
CONTENTS
Chapter 11: Practical Considerations, 233
Organizing a Market Opinion, 233
Defensive Strategies, 235
Offensive Strategies, 237
Trading Futures Against Options, 238
Ratio Spreads, 240
Appendix A: Implied Volatility of Selected Markets, 243
Appendix B: Glossary, 261
Appendix C: Bibliography, 285
Appendix D: Futures Contracts, 287
Index, 304
vi
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| id | DE-604.BV006586457 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T16:48:45Z |
| institution | BVB |
| isbn | 0136385524 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-004204174 |
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| physical | IX, 310 S. graphische Darst. |
| publishDate | 1990 |
| publishDateSearch | 1990 |
| publishDateSort | 1990 |
| publisher | New York Inst. of Finance |
| record_format | marc |
| spelling | Colburn, James T. Verfasser aut Trading in options on futures New York, NY New York Inst. of Finance 1990 IX, 310 S. graphische Darst. txt rdacontent n rdamedia nc rdacarrier Futures Options (Finance) Terminhandel (DE-588)4059499-3 gnd rswk-swf Optionshandel (DE-588)4126185-9 gnd rswk-swf Termingeschäft (DE-588)4117190-1 gnd rswk-swf Termingeschäft (DE-588)4117190-1 s Optionshandel (DE-588)4126185-9 s DE-604 DE-188 Terminhandel (DE-588)4059499-3 s HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=004204174&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Colburn, James T. Trading in options on futures Futures Options (Finance) Terminhandel (DE-588)4059499-3 gnd Optionshandel (DE-588)4126185-9 gnd Termingeschäft (DE-588)4117190-1 gnd |
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| title | Trading in options on futures |
| title_auth | Trading in options on futures |
| title_exact_search | Trading in options on futures |
| title_full | Trading in options on futures |
| title_fullStr | Trading in options on futures |
| title_full_unstemmed | Trading in options on futures |
| title_short | Trading in options on futures |
| title_sort | trading in options on futures |
| topic | Futures Options (Finance) Terminhandel (DE-588)4059499-3 gnd Optionshandel (DE-588)4126185-9 gnd Termingeschäft (DE-588)4117190-1 gnd |
| topic_facet | Futures Options (Finance) Terminhandel Optionshandel Termingeschäft |
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