Index

actuaries 52

agricultural origin of options 1920

American-style options

see also options

concepts 1011, 1617, 478

definition 10

intrinsic value 48

anonymity factors, trading 1, 13

answers see exercises and answers

arbitrage

concepts 31, 36, 38, 467

definition 31

put/call parity 36, 38

Aristotle 19

assignments

concepts 1317

exercises and answers 1417

‘at market’ prices 28

at-the-money options

concepts 38, 3941, 4950, 559, 6170, 7880, 825, 912, 96104, 12837, 1645, 1737, 2068, 22832

skew 59, 6170

automatic exercise 16

Barings 236

bear call spreads see short call spreads

bear markets 22, 25, 578, 65, 1004, 12737, 13946, 15760, 1615, 16872, 1737, 1803, 2058, 2356

bear put spreads see long put spreads

Bear Sterns 153

‘being whipped’ 92, 22632

bid/offer spreads, concepts 338, 11213

Black, Fischer 20, 43, 445, 59

Black, Scholes and Merton option pricing models 20, 43, 445, 59

Bloomberg 56, 678, 82

bonds 9, 54

‘bottom fishing’ 221

BP 1, 2, 10, 11, 1317, 467, 514, 80, 978, 117, 11926, 12737, 13946, 1489, 1515, 1614, 16771, 1737, 1803, 18791

Brent Crude 54

brokers 1617, 812, 21617, 2334

delta 812, 21617

information resources 2334

quotes 21617

two-way quotes 21617

Buffett, Warren 236

bull call spreads see long call spreads

bull markets 22, 2530, 578, 65, 95104, 11018, 11926, 1479, 1515, 15760, 1615, 16872, 1737, 1803, 1959, 21315, 2212, 2356

bull put spreads see short put spreads

butterflies, concepts 105

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