Trading options on futures : markets, methods, strategies, and tactics

著者

• Labuszewski, John
• Nyhoff, John E.

書誌事項

Trading options on futures : markets, methods, strategies, and tactics

John W. Labuszewski, John E. Nyhoff

Wiley, c1988

注記

Includes index

内容説明・目次

内容説明

Financial futures and options provide suitable vehicles to transform the risk represented by marketplace volatility into a source of opportunity. This guide explains how these products can improve the risk/reward profile of a fixed income, equity or currency portfolio quickly and efficiently. They can enhance investment yields and serve to hedge against interest rate and exchange rate risks. Chapters cover option pricing concepts; risk, reward and probability; option spreads; three-dimensional option trading; hedging with options; floating rate risk management; option arbitrage; and inter-market option spreads.

目次

• Introduction to Options
• Option Pricing Concepts
• Risk, Reward and Probability
• Option Spreads
• Three-Dimensional Option Trading
• Hedging with Options
• Floating Rate Risk Management
• Option Arbitrage
• Inter-Market Option Spreads.

「Nielsen BookData」 より

• NII書誌ID(NCID): BA07042192
• ISBN:
  • 0471606766
• LCCN: 87029656
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: New York
• ページ数/冊数: viii, 264 p.
• 大きさ: 24 cm
• 分類:
  • LCC : HG6024.3
  • DC19 : 332.64/4
• 件名:
  • LCSH : Financial futures
  • LCSH : Put and call transactions