Coulda Woulda Shoulda

Автор(ы):Cottle Charles M.
06.10.2007
Год изд.:1996
Описание: Иметь, иметь и ещё раз иметь! Да нет, не книгу - просто так она называется, если лит. перевод на русский сделать. Она полна баек, голубых окошек смерти и уроков. В общем, довольно неплохое руководство по опционам. "Ваши шаловливые ручки выполнили недопустимую операцию и будут ампутированы" (C) автор.
Оглавление:
Coulda Woulda Shoulda — обложка книги.
CHAPTER 1. Picking Up Where The Rest Leave Off Synthetics [1]
  The Nature of a Position [2]
  Story: Covered-Write [2]
  Another Word about Covered Writes [3]
  Locks [5]
  Synthesis: Using a Conversion/Reversal (C/R) [5]
  Fair Value Equations [6]
  Put-Call Parity [8]
  Position Dissection 101 [10]
  Net Call Contracts and Net Put Contracts [11]
  Common Locks Carded Up [12]
  Tools for Dissection [14]
  Synthetic Alternatives [17]
  10 Examples of Long 10*45/50/55 Butterflies [19]
  The Risk Profiles [19]
  Other Risk Profiles 26]
CHAPTER 2. A Cause for Adjustments [27]
  Trading Barrage [27]
  An Argument for Box Dissection [30]
  Adjustment Alternatives [36]
  Managing the Beast [37]
  Adjustment Costing [43]
  Rule the Beast [44]
  Option Metamorphosis [45]
CHAPTER 3. Nuts and Bolts of Options [48]
  Profit and Loss (P&L) Scenarios [48]
  Glancing Greek to Greek [51]
  Implied Volatility [52]
  Risk [53]
  Neutrality Depends on One’s Perception [55]
  Delta [56]
  Gamma [57]
  Relatively Gamma [59]
  Theta [59]
  Vega or Omega [60]
  Rho [61]
  Dividends [62]
  Exercise Nuances Involving Equities with Dividends [65]
  Nuances of Different Styles of Contracts [65]
  Exercise Nuances as they Relate to Interest Income or Expense [66]
  To Exercise or Not To Exercise? [67]
  Renting Options [68]
  Pin Risk [75]
  After Expiration News Event [76]
  Do Not Forgot to Exercise [78]
  Renting Stock Options [78]
  Cost of Doing Business [79]
  A Final Word [80]
CHAPTER 4. Strangles And Straddles [81]
  Reasons for Buying and Selling Premium [81]
  Properties of Straddles and Strangles [82]
  Gamma Scalping [85]
  Dissections of the Gamma Scalps [91]
  Gamma Scalping Effect on Pricing [91]
  Dynamic Gamma Scalping [93]
  Spread Scalping [94]
  Break-Even Analysis [95]
  Missing the Hedge [97]
CHAPTER 5. Verticals (Bull And Bearspreads) [99]
  Speculative Considerations When Using Verticals [100]
  Premium: Time and Implied Volatility Effects [101]
  Vertical Bamboo [102]
  Isolating the Speculation [104]
  Neutral Premium [106]
  Hedging Underlying Into a Vertical (Fences, Collar, Tunnel) [106]
  Rolling to Adjust Speculative Trades Using Verticals [109]
  Rolling into or Using Verticals [110]
  Volatility Trading [113]
  Pricing of Ratios [115]
  Defensive Flattening of Ratio Spreads [117]
  Assessing Risk in Ratio Spreads Through Ratio Analysis [119]
  Unbelievable Moves [121]
CHAPTER 6. Wingspreads [125]
  Butterfly Structure [125]
  Condors and Stretched out Butterflies [130]
  Iron Wingspreads [133]
  Pricing [134]
  Options Matrix [135]
  Using Butterflies to Speculate Directionally Can be a Challenge [136]
  Time Out for a Quick Lesson [138]
CHAPTER 7. Timespreads [140]
  Jelly Rolls [141]
  Jelly Roller [142]
  Calendar Spreads: Briefly [144]
  Time Spread Value [145]
  Time Spread Price Arc as a Pricing Tool [146]
  Diagonals [147]
  Exercise/ Assignment [148]
  Conclusion [149]
CHAPTER 8. Market Makers Insights [150]
  The Edge [151]
  Fair Value Equations Including Banking [154]
  Interest Rate Exposure [155]
  Banking: The Concepts of Borrowing and lending [155]
  Short Sock Inventory Problems and Squeezes [157]
  Equity (Stock) Reversal (Without Dividend) [158]
  Implied Interest Rate on an Equity Conversion/Reversal (No Dividend) [160]
  Interest Rate Setting in Your Options Pricing Tool [161]
  Equity Conversion/ Reversal (With Dividend) [163]
  Jelly Roll: Equities [164]
  OEX Conversion/ Reversal [165]
  OEX Synthetic Futures and Theoretical Values [165]
  OEX Early Exercise [167]
  Boxes [169]
  European-Style Boxes [170]
  Implied Interest Rate on a Box Trade [171]
  The Equity Box [171]
  Exercising and the Money [172]
  Explanation of Residual Price [174]
  Stocks Involved in Tender offers [175]
  Deal Date [176]
  The Pro Rata Factor [176]
  Borrowing Shares [177]
  The Chiron Tender Offer [178]
  Other Tid-Bits [182]
  Tax Games [182]
  Interdepartmental Games [183]
  Bad Creditor Borrowing Games [183]
  Conclusion [184]
CHAPTER 9. Option Dialogue [185]
  Getting Started [186]
  Pulling the Trigger [192]
  Conclusion [230]
GLOSSARY [231]
INDEX [280]
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