January 2012
Intermediate to advanced
780 pages
19h 29m
English
Content preview from Jeff Augen’s Options Trading Strategies (Collection)
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Index
A
absolute values, 220
Amazon.com (AMZN), 19
analysis
statistical analysis facility, 258–264
“A New Method to Determine the Value of Derivatives,” 23
announcements, exploiting, 207–209, 212–216
annualizing volatility
calculations, 51
Apple Computer (AAPL), 93, 214
covered calls and puts, 142
differential volatility, 67
price spike chart for, 104
ratio calls
backspread, 167
spreads, 164
volatility smiles, 72
arbitrages, 25
Black-Scholes model, 32
Asia, market collapse in(1997), 2
ask, assumptions of stock rise and fall, 6
profiling price change behavior, 61–75
standard deviations and, 48–50
at-the-money straddle, 238
B
Bachelier, Louis, 24
backspread, ratio call, 167 ...
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