Option Trading 作者:Euan Sinclair/尤安·辛克莱 出版社:John Wiley & Sons 副标题:Pricing and Volatility Strategies and Techniques 出版年:2010-7-13 页数:320 定价:GBP 57.50 装帧:Hardcover ISBN:9780470497104 豆瓣评分 8.5 11人评价 5星 45.5% 4星...
Option_Trading_Strategies.handout外文电子书籍.pdf,Notes Option Trading Strategies Matthias Buehlmaier, PhD Assistant Professor of Finance The University of Hong Kong 1 Notes Part I Combinations and Spreads 2 MFIN7009, Nov. Dec. 2011 Combinations and Spre
Assume that in a month, XYZ is trading at $90. The investor will not exercise his call option. He will gain $10 from the short selling the stock from $100 to $90. However, he loses the premium of $2 per share that he paid for the call option. Therefore, his total gain will be...
Now trade like a professional and make money in bull, bear or flat markets.Know NIFTY Target and Trend
副标题:Advanced Trading Strategies and Techniques 出版年:1994-8-1 页数:469 定价:USD 65.00 装帧:Hardcover ISBN:9781557384867 豆瓣评分 9.2 49人评价 5星 55.1% 4星 34.7% 3星 8.2% 2星 2.0% 1星 0.0% 评价: 写笔记 写书评 加入购书单 分享到 ...
The two processesYandXmay have common jump times, which means that the trading activity may affect the law ofXand could be also related to the presence of catastrophic events. Since the market considered is incomplete one has to choose some approach to hedging derivatives. We choose the local ...
Protective Call is an options trading hedging strategy which, combined with the underlying short stock position, grants unlimited maximum profit as long as the underlying stock continues to fall. Profit Calculation of Protective Call : The cost of the Call Options are expensed against the rise in...
Nevertheless, they do not help to avoid the traditional difficulties of so sophisticated strategies as they too require a lot of financial expertise and effort to manage the exposures and do the dynamic delta hedging, especially when trading large indexes. In addition, liquidity issues also arise ...
In summary,JPM finds that trading 0DTE options cost up to three times as much as trading 1D options.However, it appears thatthe end users of 0D options profit from directional, high-frequency trading strategies even after incorporating the wider bid-ask spread.In other words, in a time when...
Lastly, the model overlooks transaction costs, taxes, and spreads. These factors can affect the real cost of executing trades and the timing of such activities, impacting the practical use of the model in real-world trading scenarios.4