Table Of Contents
Foreword.
Introduction.
PART ONE: Basic Knowledge.
CHAPTER 1: Basic Terms.
CHAPTER 2: Drawing Option Charts.
CHAPTER 3: Introduction to Option Strategies.
CHAPTER 4: Put/Call Parity.
PART TWO: Option Strategies.
CHAPTER 5: Basic Option Strategies.
CHAPTER 6: Complex Option Strategies.
CHAPTER 7: Practical Steps in Creating and Designing Strategies.
CHAPTER 8: Delta.
CHAPTER 9: Spreads.
CHAPTER 10: Utilization of Options for Spot/Cash Trading.
PART THREE: Risk Parameters of Options.
CHAPTER 11: Introduction: Volatility and the “Greeks” (Theta, Vega, and Gamma).
CHAPTER 12: Volatility.
CHAPTER 13: Vega.
CHAPTER 14: Theta.
CHAPTER 15: Gamma.
CHAPTER 16: Impact of Interest Rates on Options Pricing and Strategies.
CHAPTER 17: Dynamic Option Hedging.
CHAPTER 18: Summing Up.
CHAPTER 19: Introduction to Exotic Options.
CHAPTER 20: Advanced Exotic Options Strategies.
PART FOUR: Market Support (Market Making).
CHAPTER 21: Market Making: Price Support of the Market.
CHAPTER 22: Introduction to Options Portfolio Management.
PART FIVE: Hedging Market Risk Reduction for Producers and Consumers.
CHAPTER 23: Hedging with Options.
CHAPTER 24: Advanced Hedging Strategies.
PART SIX: Credit Risk Analysis.
CHAPTER 25: Forward and Settlement Risks in Spot, Forward, and Nondeliverable Forward Deals.
CHAPTER 26: Risks of Settlement on Option Deals.
CHAPTER 27: Credit Risk of Option Strategies.
CHAPTER 28: Credit Risk of Exotic Options.
CHAPTER 29: Credit Risk of Combined Positions: Option-Spot/Forward.
PART SEVEN: Market Risks Management.
CHAPTER 30: Typical Mistakes of Options Risk Control.
CHAPTER 31: Recommended Approach to Risk Management Methodology.
PART EIGHT: Psychology of Trading.
CHAPTER 32: Personal Factors in Risk Evaluation.
CHAPTER 33: Self-Control of Psychological Factors when Investing.
CHAPTER 34: Problems with Standard Methods of Risk Minimization.
Conclusion.
APPENDIX A: Options: Mathematical Models.
APPENDIX B: “Greeks”—Parameters Used in Portfolio Management.
APPENDIX C: American Options: Options on Futures, Currencies, Commodities, Equities, and Bonds.
Notes.
Glossary.
Bibliography.
Index.
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Keywords
call options
credit risk
delta
derivatives
financial risk
market risk
option strategies
Options
put options
risk of credit default
risk of market failure
risk parameters
trading strategies
volatility
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