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Profiting with Synthetic Annuities: Option Strategies to Increase Yield and Control Portfolio Risk
book

Profiting with Synthetic Annuities: Option Strategies to Increase Yield and Control Portfolio Risk

by Michael Lovelady
June 2012
Intermediate to advanced
272 pages
4h 37m
English
Pearson
Content preview from Profiting with Synthetic Annuities: Option Strategies to Increase Yield and Control Portfolio Risk

Index

Symbols

401(k) plans, 1

A

adjustments

automatic, 99

reverting, 101-103

security price interaction, 100-101

trading, 103

CSynA’s

automatic, 99-103

cost basis, 104-106

delta, 106-116

tactical, 120-124

generalized SynA’s

cost basis, 151-152

delta, 152-153

leverage, 153-158

allocated capital, 171

alpha, 19-21

opportunities, 17-18

“Alpha Orbits,” 184

alternative SynA’s, 144

negative delta, 149

positive delta, 148

Apple, 47, 50

approval level, options, 127

Asian currency crisis (1998), 7

asset allocation models, 16

assets, volatility, 209-210

B

behavioral finance, 4

Benklifa, Michael, 132

Bernstein, Peter, 11

beta, 20-21

Black, Fisher, 210

Black Monday (1987), 5

Black-Scholes option pricing formula, 29-31

bonds, 183

adding yield, 191-192

low ...

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Publisher Resources

ISBN: 9780132929158Purchase book