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An Introduction to Options Trading by Frans de Weert

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INDEX
Ahold
American options
concepts
dividend-paying stocks
early exercise
European options
pricing
appendices
arbitrage, concepts
at-the-money options
concepts
gamma
prices
quantos
straddles
strangles
AXA
banks
exotics
pre-paid forwards
ratings
types
basis points (bps)
basket options
bearish strategies
binomial tree model
Black-Scholes pricing formula
concepts
Black-Scholes pricing formula
binomial tree model
concepts
dividends
forwards
important dependencies
interest rates
parameters
riskless portfolios
volatility
BMW
BP
bps see basis points
Brownian motion
bullish strategies
buy-backs
buyers, options
‘buying the call spread’
call options
collars
concepts
delta values
dynamic hedging
early exercise
employee incentive schemes
examples
gamma
hedging
interest rates
long positions
pre-paid forwards
prices
put-call parity
repos (repurchase agreements)
short positions
straddles
synthetics
theta
vega
call spread, concepts
cash takeovers, forwards
Coca-Cola
collars
concepts
delta
insurance companies
commodities, underlying assets
composite options
concepts
variance
corporate investors
correlation
FX factors
types
cost of carry
cross-holdings, corporate investors
currencies see foreign exchange
Daimler Chrysler (DCX)
delta
collars
concepts
definition
dividend-sensitive options
examples
gamma
hedging
negative values
neutral positions
discounted expected payoffs, delta
discounting, concepts
diversification
dividend yields
dividends
Black-Scholes pricing formula
concepts
effects

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