Advanced Options Trading: The Analysis and Evaluation of Trading Strategies Hedging Tactics and Pricing Models

by Robert T. Daigler

This book thoroughly explains the options markets. Moreover, the work contains several unique features, including computer codes to calculate changes in options properties and a historic evaluation of options strategies and pricing theories. As a result, traders learn what works and what doesn't work. Specific features include: Exotic options; The factors influencing option pricing; Advanced trading strategies such as spreads and straddles; The importance of delta, gamma and theta; Risk management with options.

300 pages, Hardcover

First published November 1, 1993