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- OUT OF PRINT -
This book is no longer available from Global Investor.
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- Product code: 0483
- ISBN: 1557381453,
ISBN13: 9781557381453,
300 pages, hardback
Published by Probus Publishing, 3rd edition, 1996
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Description of Option Pricing and Investment Strategies |
Though option strategies and their payoffs are innumerable, only one source is needed to capitalize on them - the critically acclaimed Option Pricing and Investment Strategies, now in its third edition, revised and updated to meet all the needs of today's serious investor.
Richard Bookstaber provides the unique insight into option theory and pricing demonstrated in previous editions. He then shows how to apply this technology to investment and financial strategies, expertly illustrating how it can be used in state-of-the-art option trading and exposure management.
Specific topics include The Theory of Options, The Properties of Option Pricing, How Options are Priced and Created, How to Measure Exposure to Option positions, Using Arbitrage Strategies, Option Replication Technology, Estimating Volatility, Evaluating Options Models, Option-Based Security Analysis.
Option Pricing and Investment Strategies is a front-row ticket to the hottest show on Wall Street that no serious market player will want to be without, especially:
Professional Investors
Traders
Portfolio Managers
Investment Analysts
Investment Advisors
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Contents of Option Pricing and Investment Strategies |
Preface
Growth of the Option Market
Structure of this Book
1. Introduction and Definitions
2. Properties of Option Pricing
3. The Option Pricing Model
4. The Framework for Option Analysis
5. Understanding and Estimating Volatility
6. Option Replication Technology
7. Evaluating Option Models
8. Option Trading Positions
9. Creating Options: Dynamic Hedging & Portfolio Insurance
10. Option-Based Security Analysis
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