Biblioteca Univ. Surcolombiana

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Options as a strategic investment Lawrence G. McMillan.

By: McMillan, L. G. (Lawrence G.).
New York New York Institute of Finance ©2002Edition: 4a. edición.Description: xxi, 1001 páginas ilustrado 24 cm.ISBN: 9780735201972.Subject(s): Options (finance) | Opción (finanzas)DDC classification: 633.63228
Contents:
Definitions -- 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 -- Diagonilizing a spread -- 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 -- 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 -- The basics of volatility trading -- How volatility affects popular strategies -- The distribution of stock prices -- Volatility trading techniques -- Advanced concepts -- Taxes -- The best strategy? -- Postscript -- Appendices
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Item type Current location Collection Call number Copy number Status Date due Barcode Item holds
Libros Libros Biblioteca Central
General 633.63228 / M478o (Browse shelf) Ej.1 Available 8000022262
Total holds: 0

Incluye índice.

Definitions -- 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 -- Diagonilizing a spread -- 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 -- 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 -- The basics of volatility trading -- How volatility affects popular strategies -- The distribution of stock prices -- Volatility trading techniques -- Advanced concepts -- Taxes -- The best strategy? -- Postscript -- Appendices

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