Anderson C., Smith J., D. McCorkle and D. O’Brien. Hedging With a Put Option

В. Ю. Лашхия, option(собачка)fromru.com АО Горно-металлургическая инвестиционная компания Применение теории опционов для оценки стоимости бизнеса Статья посвящена применению теории опционов к оценке стоимости бизнеса на основе формулы Блэка-Шоулса. 1. Некоторые положения теории опционов 2. Применение теории опционов для оценки бизнеса 3. Примеры подробных расчетов Исходные данные помещены в файлы EXCEL распаковывающиеся вместе со статьей

Anna Aslanyan, BP, 116 стр. Презентация, подготовленная BP для энергетических рынков, на англ яз. Risk as exposure to uncertanty. Exposures ad payoffs. Risk management solutions and derivative packages. Sensitives. Delta hedging. Smile and volatility survaces. Further instruments: spreads and baskets. Structures transactions.

1996, Chicago Board of Trade. Have your Cake and Eat it Too. Why CBOT Agricultural Options are popular. What is an Option? The price Flexibility. Using Options to benefit your Business. Ways to Exit an Option Position. Examples. How to Open an account. Where to go from here. Most commonly used terms.

Учебник Chicago Mercantile Exchange (CME) по торговле коммодитиз. CME, 2006. Marketing Basics. Futures Markets. The brokerage account. Supply and demand. Analytical tools. Option terms. Option strategies. Marketing math.

Center for Futures Education, Inc. The Basics of Option Strategy. When to use Option. Option Spread Strategies. Using Neutral Option positions. The Free trade. The Ratio Spread. The Most Overlooked Option-Buying. The Most Overlooked Option-Selling.

Jabbou G.The option trader handbook : strategies and trade adjustments. Published by John Wiley & Sons, Inc. , Hoboken, New Jersey. , 2010 -402p. This book is intended to be a tool for both stock and option traders. Whatever strategy you are using, you can find numerous trade adjustments. for most situations. Making the right adjustment to your position at the. right time can improve your trading skills and performance. However, all. skills...

Размещено на сайте 44 стр. Основы торговли фьючерсами и опционами на зерно, включая основы хеджирования и теханализа. Understanding Futures Markets. Hedging Using Futures Contracts. Option Contracts for Hedging. Fundamental Analysis of Commodity Markets. Basic Technical Analysis. Glossary of Terms.

2003 Published by John Wiley & Sons, Inc. , Hoboken, New Jersey. Contents chapter 1 Installing the Software Installing Crystal Ball Monte Carlo Simulation Software Installing Real Options Analysis Toolkit Software chapter 2 Getting Started with the Software Getting Started with Crystal Ball Software Getting Started with Real Options Analysis Toolkit Software chapter 3 Framing Real Options Step 1: Qualify List of Projects and Strategies...

Статья. Опубликована в Active Trader, апрель 2001. Volatility defined. Historical volatility. Implied volatility. What implied volatility tells you. Historical vs. implied: the predictive ability of volatility. Volatility-based option strategies.Using volatility for non-option trading (straight stock positions). Using volatility for day trading ranges.

Introduction. Options and risk Parameters. Delta Risk and Reward. Vega Risk and Reward. Theta Risk and Reward. Gamma Risk and Reward. Position Greeks. Inter-Greeks Behavior. Option Volatility: Conclusion.