PROFIT WITH OPTIONS CHAPTER 1 pot
... dwindles down to nine months or so, and Figure 1. 2 LEAPS call pricing curve. 30 25 20 15 10 5 0 8070 90 10 0 Stock Price 11 0 12 0 Option Price 2 Years 1Year 3 Months Parity 6 Months 30 INTRODUCTION position ... option but behaves more like stock) Futures options/ serial options Over-the-counter options (e.g., Swaps—interest-rate trades) A Marketplace Book PROFIT WITH OPTION...
Ngày tải lên: 03/07/2014, 19:20
PROFIT WITH OPTIONS CHAPTER 2 docx
... occurred. SYN: 15 1 ⁄ 8 Expiration Month May June September December Strike price 12 1 ⁄ 2 calls 56 85 71 15 calls 2,453 3,922 693 34 17 1 ⁄ 2 calls 436 3,596 370 32 20 calls 24 7 41 164 OPTION PRICES ... 55 calls 10 0 33 60 calls 542 315 65 calls 1, 189 369 45 29 Figure 2 .1 American Cyanamid. 10 3.000 99.625 900 99.375 99.625 9 410 05 000000 99.000 95.000 91. 000 87.000 83....
Ngày tải lên: 03/07/2014, 19:20
PROFIT WITH OPTIONS CHAPTER 3 pdf
... ratio. 15 0 14 0 13 0 12 0 11 0 10 0 90 80 70 60 50 40 30 20 10 JDFM 19 97 19 98 JASMJAONDJ S B B b B S s Ratio 213 .000 17 5.800 17 5.800 17 5.800 98 012 6 209.000 205.000 2 01. 000 19 7.000 19 3.000 18 9.000 18 5.000 18 1.000 17 7.000 17 3.000 16 9.000 16 5.000 16 1.000 15 7.000 15 3.000 14 9.000 JFM 19 97 ... include such activities. 11 4 Figure 3 .14 LCCON liv...
Ngày tải lên: 03/07/2014, 19:20
PROFIT WITH OPTIONS CHAPTER 4 ppt
... −2,522 10 /13 1, 850 10 /14 1, 228 10 / 21 6,453 10 /24 −2,522 10 /27 −2,522 10 /28 −2,522 10 /30 −2,522 11 /3 6,078 11 /5 −2,522 11 /11 928 11 /12 −2,522 11 /14 5,028 11 /16 8,628 12 /1 −2,522 12 /12 −2,522 12 /15 ... 2,578 12 /16 3,078 12 /17 −2,522 12 /18 −2,522 12 /19 −2,522 12 /22 −2,522 12 /23 −2,522 12 /24 −2,522 12 /26 1, 122 12 /29 6,378 12 / 31/ 97 1, 0...
Ngày tải lên: 03/07/2014, 19:20
PROFIT WITH OPTIONS CHAPTER 5 ppt
... portfolio. 10 . The collar is an insurance strategy. It uses which type of option? Mark all that apply. a. Stock options. b. Index options. c. Futures options. d. Over-the-counter options. 11 . A zero-cost ... his portfolio is $12 ,000,000. He is going to hedge by buying the SPX Dec 10 00 puts. How many puts should he buy? a. 1, 200. b. 500. c. 12 0. d. 50. INDEX OPTIONS AS INSU...
Ngày tải lên: 03/07/2014, 19:20
PROFIT WITH OPTIONS CHAPTER 6 ppsx
... 12 .2 600 23.9 725 13 .9 610 21. 7 750 15 .1 620 19 .4 775 16 .5 625 17 .1 800 17 .7 630 14 .9 825 19 .7 635 13 .6 850 20.9 640 11 .7 900 24 .1 645 11 .3 Forward skew Reverse skew Note: Calls and puts at the ... option. Maximum profit = (Difference in strikes × Number long options) – Initial debit = (10 × 1) – 1 = 9 Upside B/E = Short strike + (Maximum profit/ number nak...
Ngày tải lên: 03/07/2014, 19:20
PROFIT WITH OPTIONS CHAPTER 7 ppsx
... OND 11 4.000 11 3. 710 11 3. 710 11 3. 710 98 012 2 11 3.000 11 2.000 11 1.000 11 0.000 10 9.000 10 8.000 10 7.000 10 6.000 10 5.000 10 4.000 10 3.000 10 2.000 10 1.000 10 0.000 99.000 98.000 11 4.000 11 3.000 11 2.000 11 1.000 11 0.000 10 9.000 10 8.000 10 7.000 10 6.000 10 5.000 10 4.000 10 3.000 10 2.000 10 1.000 10 0.000 99.000 98.000 19 96 ... 9.4 10 .1...
Ngày tải lên: 03/07/2014, 19:20
... $row (0 $#k) { Example 1- 1, Example 1- 2, and Example 1- 3. Executing mainpage.mas will produce a full page of HTML with the header and footer inserted in place. Example 1- 1. header.mas <html> ... component inheritance, we can rewrite Example 1- 4 through Example 1- 6 in a more common Mason idiom, as shown in Example 1- 7 and Example 1- 8. Example 1- 7. autohandler...
Ngày tải lên: 14/12/2013, 12:15
... technology. Viewed together, these technologies can be seen forming the XPFE framework in Figure 1- 1 . Figure 1- 1. XPFE framework To understand how XPFE works, we can look at how these different components ... be so useful for developers, it is necessary to take a closer look at what XPFE is made of. 1. 1 .1. XPFE Framework XPFE uses a number of existing web standards, such as Ca...
Ngày tải lên: 26/01/2014, 07:20