Index
actuaries 52
agricultural origin of options 19–20
American-style options
see also options
definition 10
intrinsic value 48
anonymity factors, trading 1, 13
answers see exercises and answers
arbitrage
definition 31
Aristotle 19
assignments
‘at market’ prices 28
at-the-money options
concepts 38, 39–41, 49–50, 55–9, 61–70, 78–80, 82–5, 91–2, 96–104, 128–37, 164–5, 173–7, 206–8, 228–32
automatic exercise 16
Barings 236
bear call spreads see short call spreads
bear markets 22, 25, 57–8, 65, 100–4, 127–37, 139–46, 157–60, 161–5, 168–72, 173–7, 180–3, 205–8, 235–6
bear put spreads see long put spreads
Bear Sterns 153
bid/offer spreads, concepts 33–8, 112–13
Black, Fischer 20, 43, 44–5, 59
Black, Scholes and Merton option pricing models 20, 43, 44–5, 59
‘bottom fishing’ 221
BP 1, 2, 10, 11, 13–17, 46–7, 51–4, 80, 97–8, 117, 119–26, 127–37, 139–46, 148–9, 151–5, 161–4, 167–71, 173–7, 180–3, 187–91
Brent Crude 54
brokers 16–17, 81–2, 216–17, 233–4
Buffett, Warren 236
bull call spreads see long call spreads
bull markets 22, 25–30, 57–8, 65, 95–104, 110–18, 119–26, 147–9, 151–5, 157–60, 161–5, 168–72, 173–7, 180–3, 195–9, 213–15, 221–2, 235–6
bull put spreads see short put spreads
butterflies, concepts 105
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