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Options: Trading Strategy and Risk Management
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  • Wiley

More About This Title Options: Trading Strategy and Risk Management

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Simon Vine is deputy head of the investment banking division at Alfa Bank, the largest private financial institution in Russia. Prior to Alfa, he spent ten years in New York, where he was senior director in charge of derivatives at American Express Bank, ran the Foreign Exchange and Precious Metals Options Group for Union Bank of Switzerland (UBS), and traded foreign exchange options for Société Générale. Vine has published articles in Technical Analysis of Stocks and Commodities, FOW, Emerging Markets Investor, and has contributed to Capital Markets Risk, a Euromoney book publication. He holds an MBA from Columbia Business School and a BA from the Institute for Finance and Economics in Moscow.
  • English

English

Foreword.

Introduction.

PART ONE: Basic Knowledge.

CHAPTER 1: Basic Terms.

CHAPTER 2: Drawing Option Charts.

CHAPTER 3: Introduction to Option Strategies.

CHAPTER 4: Put/Call Parity.

PART TWO: Option Strategies.

CHAPTER 5: Basic Option Strategies.

CHAPTER 6: Complex Option Strategies.

CHAPTER 7: Practical Steps in Creating and Designing Strategies.

CHAPTER 8: Delta.

CHAPTER 9: Spreads.

CHAPTER 10: Utilization of Options for Spot/Cash Trading.

PART THREE: Risk Parameters of Options.

CHAPTER 11: Introduction: Volatility and the “Greeks” (Theta, Vega, and Gamma).

CHAPTER 12: Volatility.

CHAPTER 13: Vega.

CHAPTER 14: Theta.

CHAPTER 15: Gamma.

CHAPTER 16: Impact of Interest Rates on Options Pricing and Strategies.

CHAPTER 17: Dynamic Option Hedging.

CHAPTER 18: Summing Up.

CHAPTER 19: Introduction to Exotic Options.

CHAPTER 20: Advanced Exotic Options Strategies.

PART FOUR: Market Support (Market Making).

CHAPTER 21: Market Making: Price Support of the Market.

CHAPTER 22: Introduction to Options Portfolio Management.

PART FIVE: Hedging Market Risk Reduction for Producers and Consumers.

CHAPTER 23: Hedging with Options.

CHAPTER 24: Advanced Hedging Strategies.

PART SIX: Credit Risk Analysis.

CHAPTER 25: Forward and Settlement Risks in Spot, Forward, and Nondeliverable Forward Deals.

CHAPTER 26: Risks of Settlement on Option Deals.

CHAPTER 27: Credit Risk of Option Strategies.

CHAPTER 28: Credit Risk of Exotic Options.

CHAPTER 29: Credit Risk of Combined Positions: Option-Spot/Forward.

PART SEVEN: Market Risks Management.

CHAPTER 30: Typical Mistakes of Options Risk Control.

CHAPTER 31: Recommended Approach to Risk Management Methodology.

PART EIGHT: Psychology of Trading.

CHAPTER 32: Personal Factors in Risk Evaluation.

CHAPTER 33: Self-Control of Psychological Factors when Investing.

CHAPTER 34: Problems with Standard Methods of Risk Minimization.

Conclusion.

APPENDIX A: Options: Mathematical Models.

APPENDIX B: “Greeks”—Parameters Used in Portfolio Management.

APPENDIX C: American Options: Options on Futures, Currencies, Commodities, Equities, and Bonds.

Notes.

Glossary.

Bibliography.

Index.

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