Options trade

Ebook Futures & options for dummies presents the following content: Chapter 1: the ins and outs of trading futures and options; chapter 2: where money comes from; chapter 3: the futures markets; chapter 4: understanding the not-so-hair-raising truth about options; chapter 5: yeah baby! basic stock option strategies; chapter 6: understanding the fundamentals of the economy;…

386p zizaybay1104 29-05-2024 3 2   Download

Continued part 1, part 2 of ebook "Introduction to derivative financial instruments: Options, futures, forwards, swaps, and hedging" provides readers with contents including: options; risk control for options; futures, forwards, and swaps; the pricing of options; credit risk and market risk with options; interest rate risk management through derivatives;...

218p tuongnhuoclan 27-11-2023 12 5   Download

Part 1 of ebook "Multinational finance: Evaluating opportunities, costs, and risks of operations" provides readers with contents including: the international financial environment; derivative securities for financial risk management; world trade and the international monetary system; foreign exchange and eurocurrency markets; the international parity conditions and their consequences; currency futures and futures markets; currency options and options markets;...

218p dangsovu 20-10-2023 8 5   Download

Ebook Financial derivatives: Part 2 presents the following content: Trading Futures and Option; The Trader Workstation; Clearing and Settlement; Risk Management of Financial Derivatives; Regulatory Framework; Regulation and Securities Markets in India;...Please refer to the documentation for more details.

114p chankora 16-06-2023 7 4   Download

The thesis will attempt to address the following questions: 1. Does the BWS produce superior risk-adjusted returns? 2. Do extreme portfolio trading strategies work in the Australian options market? 3. Can options be combined with equity to generate positive alpha? 4. How can the characteristics of options be used to provide superior returns? 5. Does the rebalancing period matter in the options market? 6. Can equity strategies be extended to the options market?

338p runthenight04 02-02-2023 4 2   Download

This paper only covers E-commerce trading sites within the retailing industry. Hence, future research can greatly improve the model by extending the time period of data collection and covering more industries. Besides, a more modern approach such as SEM is a decent option for measurement scales evaluation and model testing, since Multiple Linear Regression Analysis requires strict assumptions and may have a great likelihood of measurement errors.

13p trinhthamhodang9 04-12-2020 25 5   Download

Chapter 10 - Currency options. In this chapter, the learning objectives are: To introduce basic concepts, to outline the differences between OTC and exchange-traded options, to describe option positions, to identify the determinants of option premiums, to describe exotic currency options.

51p nanhankhuoctai1 29-05-2020 18 1   Download

Chapter 12 - The firm’s market-entry strategies. The main goals of this chapter are to: Examine the main market and entry options for a company starting in international business, identify the main categories of companies involved in international trade, discuss an outline of foreign business plans (export marketing plan and FDI plan),...

20p nanhankhuoctai1 29-05-2020 21 2   Download

Chapter 2 - Basic principles of stock options. In this chapter we will discuss: What options are and where they come from, why options are a good idea, where and how options trade, components of the option premium, where profits and losses come from with options.

45p thuongdanguyetan03 18-04-2020 17 1   Download

This study investigates the relationship between cross-sectional carry trade returns and global foreign exchange volatility risk. During periods of high volatility innovations, the average carry trade returns on emerging markets are higher than that of all countries or developed economies. Furthermore, the average returns on managed-float and fixed-rate carry trades are significantly higher than that of freefloat carry trade. Government currency intervention in emerging markets can explain these differences.

52p nguyenminhlong19 21-04-2020 16 0   Download

Derivatives’ trading was introduced in India during 2001, and the trade value of derivatives is almost three times that of cash market trade values. However, only about 20 percent of the options offered by the National Stock Exchange (NSE) are traded on an active basis. This is perhaps due to the lack of investor education about options and its pricing methodology. It is hoped that research on option pricing in India will enable investors to understand the mechanism of option pricing and its use as a tool to hedge risks.

13p cothumenhmong4 24-03-2020 27 2   Download

Based on Johnson and So [11], we construct a portfolio based on the ratio of trading volume of the stock option to its underlying stock (O/S). We compare the profitability of the OS strategy with those of 52-week highs, trading volume, and price momentum strategies to examine whether OS investment returns are more profitable. We find that the longer holding period is associated with the better the OS strategy to earn returns.

23p cothumenhmong4 24-03-2020 27 3   Download

This work examines whether the expiration-day effect of derivatives’ trading exists in the Taiwanese stock market. The empirical results indicate that the futures’ volatility does not increase steadily as the expiration-day approaches, but only in the three days before this date. Further, the stock volatility decreases after the opening of the options market. Next, while the trading volumes increase after the opening of options trading, the variations in them decrease significantly.

8p trinhthamhodang2 21-01-2020 19 4   Download

Literatures have shown that idiosyncratic volatility and liquidity risk calculated from stock markets have explanatory power in stock returns. However, only few studies focus on the stock option markets. As we know that stock options with high leverage and low costs may attract investors who contain more information. In this study, we use option trading volume as a liquidity factor to reexamine the relationship among liquidity risk, idiosyncratic volatility and stock returns. In addition, we use call and put options trading volume separately to have further discussion.

21p trinhthamhodang2 21-01-2020 19 2   Download

Topic 13B - BSM option greeks and dynamic delta hedging. After completing this unit, you should be able to: Compute and utilize BSM greeks to estimate value change, understand the risks of option trading strategies, simulated dynamic hedging strategies of options.

30p shiwo_ding8 25-06-2019 17 1   Download

Put call parity is a theoretical no-arbitrage condition linking a call option price to a put option price written on the same stock or index. This study finds that Put call parity violations arequite symmetric over the whole sample. However during the ban period 2008 in the U.S., puts aresignificantly and economically overpriced relative to calls.

15p thiendiadaodien_5 08-01-2019 22 3   Download

Chapter 10 - Derivative securities markets. In this chapter, we introduced the major derivative securities and the markets in which they trade. Derivative securities (forwards, futures, options, and swaps) are securities whose value depends on the value of an underlying asset but whose payoff is not guaranteed with cash flows from these assets.

22p trueorfalse9 04-10-2017 53 2   Download

Chapter 11 - Derivatives markets. This chapter describes the nature of the most important markets for financial derivatives. It starts with forward and futures markets, then discusses the swaps and options markets. It discusses how markets work, what financial instruments are traded in each, who the major participants are, and how the markets are regulated.

13p nomoney12 04-05-2017 52 2   Download

The main contents of this chapter include all of the following: Forwards and futures, interest rate calculations, bond portfolios and hedging, interest rate models, basic properties of options, the binomial option pricing model, the black-scholes model, FX and interest rate options, trading volatility.

207p nomoney7 04-04-2017 26 2   Download

Bài 5 "Nghiệp vụ options và phòng ngừa rủi ro tỷ giá", bài này giúp người học nắm được: Các khái niệm về quyền chọn, quyền chọn mua, quyền chọn bán, các bên tham gia giao dịch quyền chọn, thực hiện quyền chọn (Exercise), tỷ giá quyền chọn (exercise or strike price); các chiến lược quyền chọn tiền tệ;... Mời các bạn cùng tham khảo.

50p hihihaha2 03-12-2016 93 7   Download