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· 분류 : 외국도서 > 경제경영 > 투자/증권 > 옵션
· ISBN : 9780470481615
· 쪽수 : 400쪽
· 출판일 : 2010-01-26
목차
Preface to the First Edition.
Preface to the Second Edition.
CHAPTER 1 Trade and Risk Management.
Introduction.
The Philosophy of Risk.
Truth About Reward.
Risk Management.
Trade Management.
Trading as a Business.
SCORE—The Formula for Trading Success.
CHAPTER 2 Tools of the Trader.
Introduction.
Option Value.
Option Pricing.
Option Greeks and Risk Management.
Time Decay.
Delta/Gamma.
Implied Volatility.
Synthetic Positions.
Basic Strategies.
Basic Spreads and Combinations.
Advanced Spreads.
The Greeks and Spread Trades.
Valuable Derivative Traders Program.
Introduction to Trade Adjustments.
CHAPTER 3 Long Stock.
Introduction.
Protective Put.
Call Replacement.
Sell Covered Calls.
Collars.
Ratio Write.
Short Straddle/Short Strangle.
Call Ratio Spread.
Call Calendar Spread.
CHAPTER 4 Short Stock.
Introduction.
Protective Call—Insurance.
Put Replacement.
Covered Puts.
Short Collars.
Put Ratio Write.
Put Ratio Spread.
CHAPTER 5 Calls and Puts.
Introduction.
Long Call.
Short Call.
Long Put.
Short Put.
CHAPTER 6 Spreads.
Introduction.
Bull Call Spreads/Bear Put Spreads.
Bear Call Spreads/Bull Put Spreads.
Calendar Spreads.
CHAPTER 7 Combinations.
Introduction.
Long Straddle.
Long Strangle.
Short Straddle/Short Strangle.
Index.
