Options
Author(s)
Bibliographic Information
Options
Blackwell Publishers, 1997
3rd ed
- : text
- : computer disk
Available at 10 libraries
  Aomori
  Iwate
  Miyagi
  Akita
  Yamagata
  Fukushima
  Ibaraki
  Tochigi
  Gunma
  Saitama
  Chiba
  Tokyo
  Kanagawa
  Niigata
  Toyama
  Ishikawa
  Fukui
  Yamanashi
  Nagano
  Gifu
  Shizuoka
  Aichi
  Mie
  Shiga
  Kyoto
  Osaka
  Hyogo
  Nara
  Wakayama
  Tottori
  Shimane
  Okayama
  Hiroshima
  Yamaguchi
  Tokushima
  Kagawa
  Ehime
  Kochi
  Fukuoka
  Saga
  Nagasaki
  Kumamoto
  Oita
  Miyazaki
  Kagoshima
  Okinawa
  Korea
  China
  Thailand
  United Kingdom
  Germany
  Switzerland
  France
  Belgium
  Netherlands
  Sweden
  Norway
  United States of America
-
Obihiro University of Agriculture and Veterinary Medicine Library図
: text338/Ko55020410387,
041038
Note
First ed.: Kolb Publishing, 1991
Includes bibliographical references and index
Description and Table of Contents
- Volume
-
: text ISBN 9781577180647
Description
The third edition of Options is a comprehensive look at the most simple to the more complex use and structure of options.
Table of Contents
Preface. Acknowledgements. Part I: The Options Market:. 1. Introduction. 2. What Is an Option?. 3. An Option Example. 4. Moneyness. 5. American and European Options. 6. Why Trade Options?. 7. The Option Contract. 8. The Options Market. 9. Option Trading Procedures. 10. The Clearinghouse. 11. Margins. 12. Commissions. 13. Taxation. 14. The Organization of the Text. 15. OPTION!Software. 16. Summary. 17. Questions and Problems. 18. Notes. Part II: Option Payoffs and Option Strategies:. 1. Introduction. 2. Stocks and Bonds. 3. Arbitrage. 4. Option Notation. 5. European and American Option Values at Expiration. 6. Buy or Sell a Call Option. 7. Call Options at Expiration and Arbitrage. 8. Buy or Sell a Put Option. 9. Moneyness. 10. Option Combinations. 11. Combining Options with Bonds and Stocks. 12. Summary. 13. Questions and Problems. 14. Notes. Part III: Bounds on Option Prices:. 1. Introduction. 2. The Boundary Space for Call and Put Options. 3. Relationships Between Call Prices. 4. Relationships Between Put Option Prices. 5. Option Prices and the Interest Rate. 6. Option Prices and Stock Price Movements. 7. Option Prices and the Riskiness of Stocks. 8. Summary. 9. Questions and Problems. 10. Notes. Part IV: European Option Pricing:. 1. Introduction. 2. The Single--Period Binomial Model. 3. The Multi--Period Binomial Model. 4. Binomial Put Option Pricing. 5. Stock Price Movement. 6. The Binomial Approach to the Black--Scholes Model. 7. The Black--Scholes Option Pricing Model. 8. Inputs for the Black--Scholes Model. 9. European Options and Dividends. 10. Tests of the Option Pricing Model. 11. Summary. 12. Questions and Problems. 13. Notes. Part V: Option Sensitivities and Option Hedging:. 1. Introduction. 2. Option Sensitivities in the Merton and Black--Scholes Models. 3. DELTA. 4. DELTA--Neutral Positions. 5. THETA. 6. VEGA. 7. RHO. 8. GAMMA. 9. Creating Neutral Portfolios. 10. Option Sensitivities and Option Trading Strategies. 11. Summary. 12. Questions and Problems. 13. Notes. Part VI: American Option Pricing:. 1. Introduction. 2. American versus European Options. 3. Pseudo--American Call Option Pricing. 4. Exact American Call Option Pricing. 5. Analytical Approximations of American Option Prices. 6. The Binomial Model and American Option Prices. 7. Summary. 8. Questions and Problems. 9. Notes. Part VII: Options on Stock Indexes, Foreign Currency, and Futures:. 1. Introduction. 2. European Option Pricing. 3. Option Sensitivities. 4. Pricing American Options. 5. Summary. 6. Questions and Problems. 7. Notes. Part VIII: The Options Approach to Corporate Securities:. 1. Introduction. 2. Equity and a Pure Discount Bond. 3. Senior and Subordinated Debt. 4. Callable Bonds. 5. Convertible Bonds. 6. Warrants. 7. Summary. 8. Questions and Problems. 9. Notes. Part IX: Exotic Options:. 1. Introduction. 2. Assumptions of the Analysis and the Pricing Environment. 3. Forward--Start Options. 4. Compound Options. 5. Chooser Options. 6. Barrier Options. 7. Binary Options. 8. Lookback Options. 9. Average Price Options. 10. Exchange Options. 11. Rainbow Options. 12. Summary. 13. Questions and Problems. 14. Notes. 15. OPTION!Installation and Quick Start. 16. Exercises for OPTION!. Appendix. Index.
- Volume
-
: computer disk ISBN 9781577180685
Description
The third edition of Options is a comprehensive look at the most simple to the more complex use and structure of options.
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