... delta 320 60 1 / 8 0.99 1 / 8 0. 01 340 41 1 / 8 0.92 1 1 / 4 0.08 360 24 5 / 8 0.76 4 3 / 4 0.24 380 12 1 / 2 0. 51 12 1 / 2 0.48 400 5 3 / 8 0.28 25 1 / 4 0.72 420 1 7 / 8 0 .12 41 7 / 8 0.83 440 5 / 8 0.04 ... 6800 6700 6600 6500 6400 6300 6200 610 0 6000 5900 5800 5700 5600 5500 5400 5300 5200 510 0 5000 4900 4800 4700 4600 4500 4400 4300 4200 410 0 4000 D LFTY FTSE...
Ngày tải lên: 21/06/2014, 15:20
... Chapter 12 ). 330 5 10 15 20 25 0 –5 10 15 –20 –25 310 320 340 350 360 370 380 390 Figure 11 .1 Expiration profit/loss relating to Table 11 .2 11 Volatility spreads 11 5 The risk/return potential ... 3 71. 50 380.00 (above) Spread credit 21. 50 Value of spread at expiry (full amt) –30.00 – 21. 50 10 .00 0.00 10 .00 – 21. 50 –30.00 (unlimited) Profit/ loss (full am...
Ngày tải lên: 21/06/2014, 15:20
Reversal Short Financial Success Strategies_10 ppt
... put at expiration 15 .00 10 .00 5.00 1. 51 0.00 0.00 0.00 P/L 13 .49 –8.49 –3.49 0 1. 51 1. 51 1. 51 –0 .18 2 1. 5 1 0.5 0 –0.5 18 18 .5 –0 .18 –0 .18 0.32 0.82 1. 32 1. 82 19 19 .5 20 20.5 21 Answer 3i 244 ... answers Chapter 1 answers 1 (a) 19 .18 (b) unlimited (c) 0 .18 (d) 19 .18 , 0 .18 , unlimited (e) $18 (f) (g) (h) –0 .18 2 1. 5 1 0.5 0 –0.5 18...
Ngày tải lên: 21/06/2014, 15:20
Reversal Short Financial Success Strategies_12 pdf
... loss? Chapter 12 answers (a) i) 17 .5 + 17 .5 – 8 – 8 = 19 credit ii) 600 + 19 = 619 iii) 500 – 19 = 4 81 iv) [650 – 600] – 19 = 31 v) [500 – 460] – 19 = 21 vi) 19 vii) 619 – 4 81 = 13 8 (b) i) 34 ... spread? Chapter 14 answers 1 (a) [24 – 21. 42] + 0. 21 = 2.79 (b) Your stock will be called away, or sold, but you will still have your maximum profit. (c) 21. 42 – 0. 21...
Ngày tải lên: 21/06/2014, 15:20
Reversal Short Financial Success Strategies_13 pdf
... volatility 10 9 10 short straddle 57, 11 4 16 short strangle 11 8 19 theta 11 0, 11 8, 308 vega 11 0, 11 2, 11 8, 309 volatility trends seasonal 16 0 trading 18 9 weekly or monthly results 19 0 1 agricultural ... 11 1, 11 2 long strangle 11 6 puts 21, 22, 19 7, 308 short at-the-money call condor 14 7 short call spread 77 short iron butterfly 12 4, 1...
Ngày tải lên: 21/06/2014, 15:20
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_3 pot
... delta 320 60 1 / 8 0.99 1 / 8 0. 01 340 41 1 / 8 0.92 1 1 / 4 0.08 360 24 5 / 8 0.76 4 3 / 4 0.24 380 12 1 / 2 0. 51 12 1 / 2 0.48 400 5 3 / 8 0.28 25 1 / 4 0.72 420 1 7 / 8 0 .12 41 7 / 8 0.83 440 5 / 8 0.04 ... 6800 6700 6600 6500 6400 6300 6200 610 0 6000 5900 5800 5700 5600 5500 5400 5300 5200 510 0 5000 4900 4800 4700 4600 4500 4400 4300 4200 410 0 4000 D LFTY FTSE...
Ngày tải lên: 20/06/2014, 20:20
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_9 potx
... 0.06 11 . 21 118 0 .11 10 .84 12 0 0 .19 10 .38 12 2 0.33 10 . 01 124 0.57 9.76 12 6 3. 31 9.57 1. 30 9.55 *12 8 2.22 9.44 2.20 9.43 10 0 10 6 11 2 11 8 12 4 13 0 13 6 14 2 14 8 10 0 Strike v . volatility Figure 20 .1 ... 0.23 12 7 1. 44 8.44 0.65 0.42 8.42 0.35 *12 8 1. 05 8 .14 0. 51 1.04 8.26 0.49 12 9 0.43 8.30 0.36 1. 41 8.32 0.63 13 0 0.25 8.40 0.24 2...
Ngày tải lên: 20/06/2014, 20:20
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_11 pot
... answers Chapter 1 answers 1 (a) 19 .18 (b) unlimited (c) 0 .18 (d) 19 .18 , 0 .18 , unlimited (e) $18 (f) (g) (h) –0 .18 2 1. 5 1 0.5 0 –0.5 18 18 .5 –0 .18 –0 .18 0.32 0.82 1. 32 1. 82 19 19 .5 20 20.5 21 Answer ... call 18 8 – 11 7 = 71 greater gain for the shares 18 8 ÷ 11 7 = 1. 61 or return of 1. 61 shares per 1. 00 return with call (j) Shares risk/retur...
Ngày tải lên: 20/06/2014, 20:20
TRUMP STRATEGIES FOR REAL ESTATE CHAPTER 1 potx
... him. On December 12 , Palmieri made a public announcement to the media that the Commodore Hotel had lost an- other $1. 2 million during 19 75, was anticipating worse losses in 19 76, and as a result ... estate investing, which I hope to pass on to you in this book. For example, during a 10 -year period from 19 56 to 19 66 when Sol Goldman and Alex DiLorenzo Jr. became two of the biggest...
Ngày tải lên: 01/07/2014, 20:20
Intermarket Technical Analysis - Trading Strategies Part 1 pot
... Series. HG4529.M86 19 91 332.6-dc20 90-48567 Printed in the United States of America 20 19 18 17 16 15 14 13 Contents Preface v 1 A New Dimension in Technical Analysis 1 2 The 19 87 Crash Revisited—an ... Markets 12 2 9 Stock Market Groups 14 9 10 The Dow Utilities as a Leading Indicator of Stocks 17 3 11 Relative-Strength Analysis of Commodities 18 6 12 Commodities and...
Ngày tải lên: 04/07/2014, 03:20