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

Bibliographic Information

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

John W. Labuszewski, John E. Nyhoff

Wiley, c1988

Available at  / 9 libraries

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Includes index

Description and Table of Contents

Description

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.

Table of Contents

  • 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.

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