Options as a strategic investment /

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Detalles Bibliográficos
Autor principal: McMillan, L. G. (Lawrence G.)
Formato: Libro
Lenguaje:Inglés
Publicado: New York : New York Institute of Finance, c2002.
Edición:4th ed.
Materias:
Options (Finance)
Aporte de:Registro referencial: Solicitar el recurso aquí
Biblioteca Max von Buch (UdeSA) de Universidad de San Andrés
Tabla de Contenidos:
  • Basic Properties of Stock Options
  • Call Option Strategies
  • Covered Call Writing
  • Call Buying
  • Other Call Buying Strategies
  • Naked Call Writing
  • Ratio Call Writing
  • Bull Spreads
  • Bear Spreads Using Call Options
  • Calendar Spreads
  • The Butterfly Spread
  • Ratio Call Spreads
  • Combining Calendar and Ratio Spreads
  • Reverse Spreads
  • Diagonalizing a Spread
  • Put Option Strategies
  • Put Option Basics
  • Put Option Buying
  • Put Buying in Conjunction with Common Stock Ownership
  • Buying Puts in Conjunction with Call Purchases
  • The Sale of a Put
  • The Sale of a Straddle
  • Synthetic Stock Positions Created by Puts and Calls
  • Basic Put Spreads
  • Spreads Combining Calls and Puts
  • Ratio Spreads Using Puts
  • LEAPS
  • Buying Options and Treasury Bills
  • Arbitrage
  • Mathematical Applications
  • Index Options and Futures
  • Introduction to Index Option Products and Futures
  • Stock Index Hedging Strategies
  • Index Spreading
  • Structured Products
  • Mathematical Considerations for Index Products
  • Futures and Futures Options
  • Futures Option Strategies for Futures Spreads
  • Measuring and Trading Volatility
  • The Basics of Volatility Trading
  • How Volatility Affects Popular Strategies
  • The Distribution of Stock Prices
  • Volatility Trading Techniques
  • Advanced Concepts
  • Taxes
  • The Best Strategy?
  • Equivalent Positions
  • Qualified Covered Calls.

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