Option Trading Books

The World's Futures & Options Markets

Futures and options are an essential tool of risk management for modern businesses and financial institutions. Yet the dramatic increase in the number of exchanges and contracts available over the past ten years makes it difficult even for the experienced financial professional to be certain of choosing the best available contract. Up-to-date knowledge is essential to stay ahead. This comprehensive and fully classified directory of the worlds exchanges and contracts provides full and up-to-date information on:Over 950 contracts world-wideThe most important exchanges globallyThe latest euro contractsFinance/Investment

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Options: Recent Advances in Theory and Practice (v. 1)

This volume contains a collection of papers presented at the University of Warwick at the conference held to mark the establishment there of a Financial Options Research Centre. The markets in financial options and the techniques necessary to use these instruments effectively, are growing fast. This collection of papers aims to cover the latest developments in this area and covers a wide range of topics which survey these advances from both practical and theoretical standpoints. The papers have been grouped into three sections. The first section provides an introduction to the nature of development of options markets and analysis both generally, and with specific reference to European markets. The second section contains papers which are technical in nature but which deal with general issues which are not specific to a particular type of option or activity, such as volatility estimation, numerical methods and the case for logic-based rather than model-based analysis. The third section contains papers which relate to specific parts of the options market, including portfolio insurance and index arbitrage, the state-of-the-art in modelling foreign exchange options and the results of applying recent techniques for valuing bond options.

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Options Primer

The Options Primer introduces the complex issues surrounding options. The text is accompanied by OPTVAL!, an IBM PC program which computes virtually all of the model prices and examples in the text. These capabilities make OPTVAL! an effective learning tool to illustrate and explore the option pricing relationships in the text.

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Options and Futures: Concepts, Strategies, and Applications

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Option Embedded Bonds: Price Analysis, Credit Risk, & Investment Str

Interest rate volatility has spawned a huge increase in the issuances of option-embedded bonds. Comprising a variety of structures including: callable bonds, structured notes, and convertible securities, option-embedded bonds confer benefits to both borrowers and investors. For borrowers, these products usually provide protection against interest rate risk. For investors, they typically provide higher yields than conventional bonds are oftentimes difficult to value. Option Embedded Bonds describes how to analyze and value these important new instruments, as well as investment strategies to maximize returns. Specific topics include: The marketplace for option-embedded bonds; Callable bonds, putable bonds, structured notes, convertibles, caps, and floors; Decomposing complex bonds into their component parts. Modeling the performance of option-embedded bonds; Valuation approaches.

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Option Valuation (O'Brien, John, Investments, V. 2.)

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Trading Asia-Pacific Financial Futures Markets

This book covers the aspects of financial futures markets with particular reference to the thriving exchanges of the Asia-Pacific region. The authors have been analyzing and commenting on the Australian and New Zealand financial scenes since the 1970s, the book aims to explain the basic principles of futures trading and details the contracts listed on different exchanges. A glossary of terms used in futures trading opens the book, followed by a brief history of futures markets and an outline of how the markets operate. Subsequent chapters cover hedging in interest rate, share price index and currency futures, as well as speculation and technical analysis. The exchanges described include the Sydney Futures Exchange, the oldest in the region, Singapore's "SIMEX", the Hong Kong Futures Exchange, the New Zealand Futures and Options Exchange and the three exchanges in Japan that trade futures, particularly the highly successful, three-year-old Tokyo International Financial Futures Exchange.

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Option Valuation in the Presence of Market Imperfections (Europaische Ho

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Understanding Hedged Scale Trading

Relatively simple yet highly disciplined, scale trading has become one of today's most popular and rewarding--et risky--futures trading methods. Understanding Hedged Scale Trading explains this high level trading method from the ground up, outline techniques for trader to hedge scaled positions through the judicious use of options. By explaining how to profit from hedged scale trading while controlling its many risks, it should prove to be among the most practical, hands-on advanced trading books on the market today.

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Pricing Options with Futures-Style Margining: A Genetic Adaptive Neural

This book examines the applicability of a relatively new and powerful tool, genetic adaptive neural networks, to the field of option valuation. A genetic adaptive neural network model is developed to price option contracts with futures-style margining. This model is capable of estimating complex, non-linear relationships without having prior knowledge of the specific nature of the relationships. Traditional option pricing models require that the researcher or practitioner specify the distribution of the underlying asset. In addition, the methodology is able to easily accommodate additional inputs(something that cannot be preformed with existing models.Since 1973, options on stock have been traded on organized exchanges in the United States. An option on a stock gives the option owner the right to buy or sell the stock for a pre-set price.. Since the introduction of stock options, the options market has experienced tremendous growth and has spawned even more exotic types of derivative securities. Obviously, valuing these securities is an issue of great importance to investors and hedgers in the financial marketplace. Existing pricing models produce systematic pricing errors and new models have to be developed for options with differing characteristics. The genetic adaptive neural network is found to provide more accurate valuation than a traditional option pricing model when applied to the 3-month Eurodollar futures-option contract traded on the London International Financial Futures and Options Exchange.

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