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An introduction to options trading / Frans de Weert.

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Explaining the theory and practice of options from scratch, this book focuses on the practical side of options trading, and deals with hedging of options and how options traders earn money by doing so. Common terms in option theory are explained and readers are shown how they relate to profit. The b...

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Bibliographic Details
Online Access: Full Text (via O'Reilly/Safari)
Main Author: De Weert, Frans
Format: eBook
Language:English
Published: Chichester, England ; Hoboken, NJ : John Wiley, ©2006.
Subjects:
Options (Finance)
Table of Contents:
  • Options
  • The Black-Scholes formula
  • Dividends and their effect on options
  • Implied volatility
  • Delta
  • Three other Greeks
  • The profit of option traders
  • Option Greeks in practice
  • Skew
  • Several option strategies
  • Different option strategies and why investors execute them
  • Two exotic options
  • Repo
  • Appendices A. Probability that an option expires in the money
  • B. Variance of a composite option.

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