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Advanced Options Trading The Analysis and Evaluation of Trading Strategies Hedging Tactics and Pricing Models
ISBN: 1557385521     Date Published: 1993-11-01     Author(s): Robert T. Daigler
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Hardcover
McGraw-Hill
300 Pages
 
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06/20/2013 01:34:00
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Editorial Review - Book Description:

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.

From Book News, Inc.
A guide for those who want to make a fortune by buying and selling options on stocks. Outlines the basic concepts, then explains speculative and hedging strategies, the pricing of options, the option sensitivities, and how they are traded on the option floor, how to incorporate computers into the scheme, and other aspects. Annotation copyright Book News, Inc. Portland, Or.
 
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16 of 16 People found the following review helpful.

A solid survey in Option Mechanics, June 12, 2000 ByJason Thompson - See all my reviews This review is from: Advanced Options Trading: The Analysis and Evaluation of Trading Strategies Hedging Tactics and Pricing Models (Hardcover) Mr. Daigler's work, Advanced Options Trading, provides a sound overview of option pricing models and the variables that influence pricing for stocks, futures, and exotics. The model of focus is Black-Scholes, though I give Mr. Daigler credit for a renewed look at works by Cox, Rubenstein, and Ross. In addition to the sometimes-tedious theoretics of options, Daigler examines hedging techniques and arbitrage. Overall, a rigid yet unimaginative examination of derivatives, nothing surprising just reaffirming. Floor trading and market makers may find its presentation a pleasant refresher, otherwise look to McMillian or Sheldon Natenburg's works.
 
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