[Company Logo Image]   

We are traders

Arbitrage Research and Trading

 Home News Products Services Research Jobs Forum TG2 Options V1 - Extracts

 

A Trader’s Guide to Options:

Volume 1 – Products, Pricing, & Structuring

Selected (partial) Extracts!

Available at the ARTShop

(1,437   colour pages, much software, e-Book & soft cover)

 

See also here for the Table of Contents

 

4_Basic_Options_Structures_Pay_Out_Profiles_and_Usage.pdf
4_8_5_CalendarTrades_Diagonals_Curves_and_Correlation.pdf
6_5_Fair_Value_Reality_for_Options_Trading.pdf
7_7_3_A_First_Model_for_the_Time_Evolution_of_Uncertainty.pdf
9_4_3_Gamma.pdf
10_Options_Risk_Part_2.pdf
10_4_1_Un_Weighted_Uniformly_Weighted_Scanario_Analysis.pdf
10_7_9_Single_Period_Dynamic_Hedge_Optimisation.pdf
13_1_How_to_Decide_on_Early_Excercise.pdf
14_5_4_Equity_Options_Market_Dyanimc.pdf
14_6_14_2_Pricing_a_Vanilla_Cap.pdf
14_6_27_IR_A_Real_Trade_Call_Spread.pdf
15_3_2_1_Futures_A_Real_Trade_The_Situation.pdf
16_1_2_1_Asian_Discrete_Formula.pdf
16_1_7_7_Yield_Curve_Spread_Opt.pdf
17_3_2_Contracts_Deal_Breakers.pdf
19_4_2_Monte_Carlo_Simple_Option.pdf
19_6_3_Finite_Difference_Black_Scholes.pdf
20_3_2_Vol_Skew.pdf
20_4_9_Hist_Vol_OHLC_Opt_Pricing.pdf
20_7_Trading_Vol.pdf
20_8_P_and_L_Vol.pdf
20_Volatility.pdf
21_Profit_at_Risk_Optimal_P_and_L.pdf
22_2_5_5_Does_BSM_Work_Example1.pdf
22_4_2_Synthetic_Replication_Delta_Gamma_Pyramid.pdf
22_12_Trading_Directional_Vol_vs_Arb.pdf
22_14_3_Real_Proof_P_and_L_Back_Testing.pdf

 

 

 

 

Available at the ARTShop

(1,437   colour pages, much software, e-Book & soft cover)

 

 

See the entire TG2 Series

Tell a Friend

(**) In read-only PDF format, only for assessment for purchase and no other reason whatsoever and may not be distributed in any manner whatsoever.

 

Home Up Feedback Search Investor Login Company Profile

Send mail to webmaster@arbitrage-trading.com with questions or comments about this web site.
Copyright © Arbitrage Research and Trading Ltd.

The contents of this web are presented by ART for viewing purposes only, and ART makes no warranties as to accuracy.

Last modified: July 25, 2011