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TG2 Options V1 - ToC
TG2 Options V1 - Extracts
TG2 Options V1 - Index
TG2 Options V1 - Software

A Trader’s Guide to Options:

Volume 1 – Products, Pricing, & Structuring

Available at the ARTShop

(1,437   colour pages, much software)


   click to enlarge

This is Volume 1 of the TG2 Options Set (see other volumes here).  This book focuses primarily on vanilla options/markets and provides real world and P&L oriented descriptions and explanations of who uses which instruments/structures, and why/how they use them.  This paves the way for detailed discussion on how sell, trade, and structure these products.


Volume 1 covers all important elements for pricing, trading, selling, structuring, and risk management geared toward market professionals on trading floors and treasuries alike.  The book contains considerable material also on position keeping, with comprehensive position keeping/trading is provided in Volume 2, and the other volumes in the "options set" such as [8], [8a], ... up to [10b]  (see here for EntireList ).


This book is a prerequisite for Volume 2, and for the related contingent, structured, and hybrid products.


See Reviews HERE


This book closely supports several of  the ARTSchool Seminars: seminar delegates receive complementary copies (contact us for details).


The TG2 Options Volume 1 is the "pricing/using" component of the 2-volume set  (ToC is available HERE).  Key elements and objectives are:

To provide a clear understanding of the business of trading, participants, and the business objectives of each (risk-adjusted P&L).

To provide, both a qualitative, and quantitative description of important vanilla options and structures/combo's both from an economic need/end user perspective, and also from a trading, position keeping perspective.

To provide "market professional" lever valuation machinery, and the related risk measurement and rebalancing methodologies, with the usual special attention to real world mattes (including liquidity, transactions costs, etc.).  It is not enough to know that the Greek's exist, or how to calculate any one of them, a professional must know how those valuations/choices impact risk and P&L, and how "reality impact" may introduce unexpected/unwanted effects into the P&L.

To provide an extensive treatment of volatility in its many forms and how those interact with each other, options valuation, and position keeping.

Most important, to provide detailed step-by-step analysis of entire holding period trading strategies, show how one may assess the costs/benefits of one strategy over another, and to do so using a holding period risk-adjusted P&L optimal strategy (via PaR forward/backward analysis).  These analysis illustrate much insight into rebalancing strategies, and also compare results predicted by theory vs. those based in reality, with many important conclusions.

To include substantial software, calculators, and "analytics packages", such as an options position valuation package, and Version 2 of ART's Pr/rOXL (r) Lite Educational PaR analytics package permitting holding period optimal P&L strategy selection.

  ...see ToC, Index, Extracts, and Software.


Special copies available see HERE, or contact  TG2Books@arbitrage-trading.com

Don't forget, some TG2Books are included with ARTWare software, and  ARTSchool Seminars, so be sure to contact us for specials, bundles, etc.


Please Note:  This book is closely connected with the TG2RM1st book, which is required to understand the (correct) business management issues and context.  There are discounts for registered owners, and especially for "bundled" purchases.  The TG2QM books are one of the few books in the TG2 Series that do not require the TG2RM1st as a prerequisite, but is very strongly suggested.


Corporate Editions: ART also produces specialized one-off books and monographs for customized client applications whether it be for internal training purposes, to assist with marketing efforts, or with any other circumstance. 


If you need advanced copies or have other special requirements, write to TG2Books@Arbitrage-Trading.com OR click HERE


Available at the ARTShop

(1,437   colour pages, much software)



See the entire TG2 Series

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** Some discounts may not be taken in conjunction with other discounts



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Last modified: July 25, 2011