Coulda Woulda Shoulda

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Coulda Woulda Shoulda

Автор(ы): Cottle Charles M.

06.10.2007
Год изд.: 1996
Описание: Иметь, иметь и ещё раз иметь! Да нет, не книгу — просто так она называется, если лит. перевод на Русскийский сделать. Она полна баек, голубых окошек смерти и уроков. В общем, довольно неплохое руководство по опционам. «Ваши шаловливые ручки выполнили недопустимую операцию и будут ампутированы» (C) автор.
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CHAPTER 1. Picking Up Where The Rest Leave Off Synthetics [1]
The Nature of a Position [2]
Story: Covered-Write [2]
Another Word about Covered Writes [3]
Locks [5]
Synthesis: Using a Conversion/Reversal (C/R) [5]
Fair Value Equations [6]
Put-Call Parity [8]
Position Dissection 101 [10]
Net Call Contracts and Net Put Contracts [11]
Common Locks Carded Up [12]
Tools for Dissection [14]
Synthetic Alternatives [17]
10 Examples of Long 10*45/50/55 Butterflies [19]
The Risk Profiles [19]
Other Risk Profiles 26]
CHAPTER 2. A Cause for Adjustments [27]
Trading Barrage [27]
An Argument for Box Dissection [30]
Adjustment Alternatives [36]
Managing the Beast [37]
Adjustment Costing [43]
Rule the Beast [44]
Option Metamorphosis [45]
CHAPTER 3. Nuts and Bolts of Options [48]
Profit and Loss (P&L) Scenarios [48]
Glancing Greek to Greek [51]
Implied Volatility [52]
Risk [53]
Neutrality Depends on One’s Perception [55]
Delta [56]
Gamma [57]
Relatively Gamma [59]
Theta [59]
Vega or Omega [60]
Rho [61]
Dividends [62]
Exercise Nuances Involving Equities with Dividends [65]
Nuances of Different Styles of Contracts [65]
Exercise Nuances as they Relate to Interest Income or Expense [66]
To Exercise or Not To Exercise? [67]
Renting Options [68]
Pin Risk [75]
After Expiration News Event [76]
Do Not Forgot to Exercise [78]
Renting Stock Options [78]
Cost of Doing Business [79]
A Final Word [80]
CHAPTER 4. Strangles And Straddles [81]
Reasons for Buying and Selling Premium [81]
Properties of Straddles and Strangles [82]
Gamma Scalping [85]
Dissections of the Gamma Scalps [91]
Gamma Scalping Effect on Pricing [91]
Dynamic Gamma Scalping [93]
Spread Scalping [94]
Break-Even Analysis [95]
Missing the Hedge [97]
CHAPTER 5. Verticals (Bull And Bearspreads) [99]
Speculative Considerations When Using Verticals [100]
Premium: Time and Implied Volatility Effects [101]
Vertical Bamboo [102]
Isolating the Speculation [104]
Neutral Premium [106]
Hedging Underlying Into a Vertical (Fences, Collar, Tunnel) [106]
Rolling to Adjust Speculative Trades Using Verticals [109]
Rolling into or Using Verticals [110]
Volatility Trading [113]
Pricing of Ratios [115]
Defensive Flattening of Ratio Spreads [117]
Assessing Risk in Ratio Spreads Through Ratio Analysis [119]
Unbelievable Moves [121]
CHAPTER 6. Wingspreads [125]
Butterfly Structure [125]
Condors and Stretched out Butterflies [130]
Iron Wingspreads [133]
Pricing [134]
Options Matrix [135]
Using Butterflies to Speculate Directionally Can be a Challenge [136]
Time Out for a Quick Lesson [138]
CHAPTER 7. Timespreads [140]
Jelly Rolls [141]
Jelly Roller [142]
Calendar Spreads: Briefly [144]
Time Spread Value [145]
Time Spread Price Arc as a Pricing Tool [146]
Diagonals [147]
Exercise/ Assignment [148]
Conclusion [149]
CHAPTER 8. Market Makers Insights [150]
The Edge [151]
Fair Value Equations Including Banking [154]
Interest Rate Exposure [155]
Banking: The Concepts of Borrowing and lending [155]
Short Sock Inventory Problems and Squeezes [157]
Equity (Stock) Reversal (Without Dividend) [158]
Implied Interest Rate on an Equity Conversion/Reversal (No Dividend) [160]
Interest Rate Setting in Your Options Pricing Tool [161]
Equity Conversion/ Reversal (With Dividend) [163]
Jelly Roll: Equities [164]
OEX Conversion/ Reversal [165]
OEX Synthetic Futures and Theoretical Values [165]
OEX Early Exercise [167]
Boxes [169]
European-Style Boxes [170]
Implied Interest Rate on a Box Trade [171]
The Equity Box [171]
Exercising and the Money [172]
Explanation of Residual Price [174]
Stocks Involved in Tender offers [175]
Deal Date [176]
The Pro Rata Factor [176]
Borrowing Shares [177]
The Chiron Tender Offer [178]
Other Tid-Bits [182]
Tax Games [182]
Interdepartmental Games [183]
Bad Creditor Borrowing Games [183]
Conclusion [184]
CHAPTER 9. Option Dialogue [185]
Getting Started [186]
Pulling the Trigger [192]
Conclusion [230]
GLOSSARY [231]
INDEX [280]

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