+612 9045 4394
 
CHECKOUT
Options on Futures Workbook : Step-By-Step Exercises and Tess to Help You Master Options on Futures - John F. Summa

Options on Futures Workbook

Step-By-Step Exercises and Tess to Help You Master Options on Futures

Paperback Published: 18th January 2002
ISBN: 9780471436430
Number Of Pages: 192

Share This Book:

Paperback

Ships in 5 to 9 business days

Increased marketplace volatility and the expanding size of capital markets have led to an explosion of interest in options on futures. What makes these instruments so attractive is that they allow traders to profit from movements in the markets using little up-front capital and plenty of leverage. At the same time, they provide an excellent hedge against the risks associated with capital market investments. This book demystifies these notoriously difficult-to-understand instruments and provides state-of-the-art strategies and tools for making the most of options on futures.<br> John F. Summa (New Haven, CT) is a CTA and cofounder of OptionsNerd.com, an online service providing market commentary, trading advisories, and assistance with trading system development. Jonathan Lubow (Randolph, NJ) is cofounder and Vice President of Trader's Edge, a futures and options brokerage.

Introductionp. 1
Questions
Trading Options the "Write" Wayp. 5
Why Trade Options on Futures?p. 14
SandP 500 Futures Basicsp. 20
The Option Pricing Storyp. 26
Understanding SandP 500 Optionsp. 32
The Long and the Short of an SandP Credit Spreadp. 39
Simulating Margin Requirements for an SandP Credit Spreadp. 47
Parameters of Profitability of SandP Credit Spreadsp. 55
Commodity Futures and Options Characteristicsp. 63
Selling Strategies for Commodity Optionsp. 70
Putting Theory into Practicep. 77
Synthetic Call Strategies for Commoditiesp. 82
Using Put-Call Ratio Analysis to Find Timely Entriesp. 87
Answers
Trading Options the "Write" Wayp. 97
Why Trade Options on Futures?p. 103
SandP 500 Futures Basicsp. 107
The Option Pricing Storyp. 113
Understanding SandP 500 Optionsp. 120
The Long and the Short of an SandP Credit Spreadp. 126
Simulating Margin Requirements for an SandP Credit Spreadp. 138
Parameters of Profitability of SandP Credit Spreadsp. 144
Commodity Futures and Options Characteristicsp. 150
Selling Strategies for Commodity Optionsp. 156
Putting Theory into Practicep. 163
Synthetic Call Strategies for Commoditiesp. 168
Using Put-Call Ratio Analysis to Find Timely Entriesp. 173
Table of Contents provided by Syndetics. All Rights Reserved.

ISBN: 9780471436430
ISBN-10: 0471436437
Series: Wiley Trading Advantage (Paperback)
Audience: General
Format: Paperback
Language: English
Number Of Pages: 192
Published: 18th January 2002
Publisher: John Wiley & Sons Inc
Country of Publication: US
Dimensions (cm): 23.01 x 15.14  x 1.27
Weight (kg): 0.31
Edition Number: 1

This product is categorised by