Please use this identifier to cite or link to this item:
http://localhost/handle/Hannan/69
Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Thomsett, Michael C ; | en_US |
| dc.date.accessioned | 2013 | en_US |
| dc.date.accessioned | 2020-04-28T08:41:18Z | - |
| dc.date.available | 2020-04-28T08:41:18Z | - |
| dc.date.issued | 2017 | en_US |
| dc.identifier.isbn | 3319566350 ; | en_US |
| dc.identifier.isbn | 9783319566351 ; | en_US |
| dc.identifier.uri | http://localhost/handle/Hannan/69 | - |
| dc.description | en_US | |
| dc.description | Available to OhioLINK libraries ; | en_US |
| dc.description | Ohio Library and Information Network ; | en_US |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | Print version: ; Thomsett, Michael C. ; The Mathematics of Options : Quantifying Derivative Price, Payoff, Probability, and Risk ; Cham : Springer International Publishing,c2017 ; 9783319566344 ; | en_US |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description.abstract | This book is written for the experienced portfolio manager and professional options traders. It is a practical guide offering how to apply options math in a trading world that demands mathematical measurement. Every options trader deals with an array of calculations: beginners learn to identify risks and opportunities using a short list of strategies, while researchers and academics turn to advanced technical manuals. However, almost no books exist for the experienced portfolio managers and professional options traders who fall between these extremes. Michael C. Thomsett addresses this glaring gap with The Mathematics of Options, a practical guide with actionable tools for the practical application of options math in a world that demands quantification. It serves as a valuable reference for advanced methods of evaluating issues of pricing, payoff, probability, and risk. In his characteristic approachable style, Thomsett simplifies complex hot button issueseesuch as strategic payoffs, return calculations, and hedging optionseethat may be mentioned in introductory texts but are often underserved. The result is a comprehensive book that helps traders understand the mathematic concepts of options trading so that they can improve their skills and outcomes ; | en_US |
| dc.description.tableofcontents | Foreword; Preface; Contents; List of Figures; List of Tables; Introduction-The Variability of Derivatives Trading; 1 Trading Goals and Objectives; Basic Probability to Quantify Risk; The Flaws of Implied Volatility (IV); Articulating Risk with Technical Signals; Probability in an Uncertain World; Bollinger Bands to Create a Probability Matrix; Speculation Versus Hedging; 2 The Role of Fundamentaland Technical Analysis; Analyzing the Impact of Fundamental Volatility; Calculating Historical Volatility; The Problem with Implied Volatility ; | en_US |
| dc.description.tableofcontents | Basis for Calculation: Stock Price or Premium at RiskReturn on Investment; The Rate of Return Calculation; Return on Covered Calls Trades; Calculating Covered Call Losses; Calculating Adjusted Basis in Stock for Covered Call Trades; Uncovered Option Returns; Annualizing a Stock's Return; 6 Strategic Payoff: The Single-Option Trade; The Probability of Option Payoff; Risk and Payoff Calculations: Long Calls and Puts; The Long Call; The Long Put; Risk and Payoff Calculations: Uncovered Calls; ITM Uncovered Calls; OTM Uncovered Calls; Risk and Payoff Calculations: Uncovered Puts ; | en_US |
| dc.description.tableofcontents | Fundamental Volatility Correlated to Stock Price BehaviorThe Effect of Fundamental Volatility on Options Risk; The Proximity Factor; 3 Pricing of the Option; PutCall Parity; Upper and Lower Bounds; Intrinsic Value; Time Value; Extrinsic Value (Volatility); Estimating Delta; Estimating Gamma; Calculating Relative Option Yield; 4 The Dividend Effect; Dividends as Fundamental Indicators; Dividends in Option Trading Decision-Total Return; The Lumpy Dividend Effect; Additional Dividend Calculations; 5 Return Calculations; Breakeven Rate of Return ; | en_US |
| dc.description.tableofcontents | Risk and Payoff Calculations: Covered CallsRisk and Payoff Calculations: Ratio Writes and the Covered Call; Risk and Payoff Calculations: Covered Put; Recalculation of Net Basis in Rolled Short Options; 7 Strategic Payoff: Spreads; Risk and Payoff Calculations: Vertical Bull Spreads; Bull Put Credit Spread; Bull Call Debit Spread; Bear Put Debit Spread; Bear Call Credit Spread; Risk and Payoff Calculations: Condors and Butterflies; Condor; Iron Condor; Long Butterfly; Short Butterfly; Iron Butterfly; Risk and Payoff Calculations: Synthetics; Synthetic Long Stock; Synthetic Short Stock ; | en_US |
| dc.description.tableofcontents | Risk and Payoff Calculations: Horizontal SpreadsBull Calendar Spreads; Installment Calendar Spreads; Risk and Payoff Calculations: Diagonal Spreads; 8 Strategic Payoff: Straddles; Risk and Payoff Calculations: Straddles; Long Straddles; Short Straddles; Covered Straddles; Risk and Payoff Calculations: Strangles; Long Strangles; Short Strangles; Long Gut Strangle; Short Gut Strangle; Risk and Payoff Calculations: Strips and Straps; Strip; Strap; Strategic Selection of Strikes; 9 Probability and Risk; Abnormal Distribution of Options Trading; Managing Abnormal Probability ; | en_US |
| dc.format.extent | 1 online resource ; | en_US |
| dc.format.extent | Aspects of Probability ; | en_US |
| dc.format.extent | Description based upon print version of record ; | en_US |
| dc.publisher | Springer International Publishing, | en_US |
| dc.relation.haspart | 9783319566351.pdf | en_US |
| dc.subject | Finance ; | en_US |
| dc.subject | Financial engineering ; | en_US |
| dc.subject | Options (Finance) ; | en_US |
| dc.subject | Risk management ; | en_US |
| dc.subject | Finance ; | en_US |
| dc.subject | Financial Engineering ; | en_US |
| dc.subject | Risk Management ; | en_US |
| dc.title | The Mathematics of Options : | en_US |
| dc.title.alternative | Quantifying Derivative Price, Payoff, Probability, and Risk | en_US |
| dc.type | Book | en_US |
| dc.publisher.place | Cham : | en_US |
| dc.classification.lc | HG6024.A3 ; | en_US |
| dc.classification.dc | 332 ; | en_US |
| Appears in Collections: | مدیریت مالی گرایش بانکداری | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 9783319566351.pdf | 7.2 MB | Adobe PDF |  Preview File |
Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Thomsett, Michael C ; | en_US |
| dc.date.accessioned | 2013 | en_US |
| dc.date.accessioned | 2020-04-28T08:41:18Z | - |
| dc.date.available | 2020-04-28T08:41:18Z | - |
| dc.date.issued | 2017 | en_US |
| dc.identifier.isbn | 3319566350 ; | en_US |
| dc.identifier.isbn | 9783319566351 ; | en_US |
| dc.identifier.uri | http://localhost/handle/Hannan/69 | - |
| dc.description | en_US | |
| dc.description | Available to OhioLINK libraries ; | en_US |
| dc.description | Ohio Library and Information Network ; | en_US |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | Print version: ; Thomsett, Michael C. ; The Mathematics of Options : Quantifying Derivative Price, Payoff, Probability, and Risk ; Cham : Springer International Publishing,c2017 ; 9783319566344 ; | en_US |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description.abstract | This book is written for the experienced portfolio manager and professional options traders. It is a practical guide offering how to apply options math in a trading world that demands mathematical measurement. Every options trader deals with an array of calculations: beginners learn to identify risks and opportunities using a short list of strategies, while researchers and academics turn to advanced technical manuals. However, almost no books exist for the experienced portfolio managers and professional options traders who fall between these extremes. Michael C. Thomsett addresses this glaring gap with The Mathematics of Options, a practical guide with actionable tools for the practical application of options math in a world that demands quantification. It serves as a valuable reference for advanced methods of evaluating issues of pricing, payoff, probability, and risk. In his characteristic approachable style, Thomsett simplifies complex hot button issueseesuch as strategic payoffs, return calculations, and hedging optionseethat may be mentioned in introductory texts but are often underserved. The result is a comprehensive book that helps traders understand the mathematic concepts of options trading so that they can improve their skills and outcomes ; | en_US |
| dc.description.tableofcontents | Foreword; Preface; Contents; List of Figures; List of Tables; Introduction-The Variability of Derivatives Trading; 1 Trading Goals and Objectives; Basic Probability to Quantify Risk; The Flaws of Implied Volatility (IV); Articulating Risk with Technical Signals; Probability in an Uncertain World; Bollinger Bands to Create a Probability Matrix; Speculation Versus Hedging; 2 The Role of Fundamentaland Technical Analysis; Analyzing the Impact of Fundamental Volatility; Calculating Historical Volatility; The Problem with Implied Volatility ; | en_US |
| dc.description.tableofcontents | Basis for Calculation: Stock Price or Premium at RiskReturn on Investment; The Rate of Return Calculation; Return on Covered Calls Trades; Calculating Covered Call Losses; Calculating Adjusted Basis in Stock for Covered Call Trades; Uncovered Option Returns; Annualizing a Stock's Return; 6 Strategic Payoff: The Single-Option Trade; The Probability of Option Payoff; Risk and Payoff Calculations: Long Calls and Puts; The Long Call; The Long Put; Risk and Payoff Calculations: Uncovered Calls; ITM Uncovered Calls; OTM Uncovered Calls; Risk and Payoff Calculations: Uncovered Puts ; | en_US |
| dc.description.tableofcontents | Fundamental Volatility Correlated to Stock Price BehaviorThe Effect of Fundamental Volatility on Options Risk; The Proximity Factor; 3 Pricing of the Option; PutCall Parity; Upper and Lower Bounds; Intrinsic Value; Time Value; Extrinsic Value (Volatility); Estimating Delta; Estimating Gamma; Calculating Relative Option Yield; 4 The Dividend Effect; Dividends as Fundamental Indicators; Dividends in Option Trading Decision-Total Return; The Lumpy Dividend Effect; Additional Dividend Calculations; 5 Return Calculations; Breakeven Rate of Return ; | en_US |
| dc.description.tableofcontents | Risk and Payoff Calculations: Covered CallsRisk and Payoff Calculations: Ratio Writes and the Covered Call; Risk and Payoff Calculations: Covered Put; Recalculation of Net Basis in Rolled Short Options; 7 Strategic Payoff: Spreads; Risk and Payoff Calculations: Vertical Bull Spreads; Bull Put Credit Spread; Bull Call Debit Spread; Bear Put Debit Spread; Bear Call Credit Spread; Risk and Payoff Calculations: Condors and Butterflies; Condor; Iron Condor; Long Butterfly; Short Butterfly; Iron Butterfly; Risk and Payoff Calculations: Synthetics; Synthetic Long Stock; Synthetic Short Stock ; | en_US |
| dc.description.tableofcontents | Risk and Payoff Calculations: Horizontal SpreadsBull Calendar Spreads; Installment Calendar Spreads; Risk and Payoff Calculations: Diagonal Spreads; 8 Strategic Payoff: Straddles; Risk and Payoff Calculations: Straddles; Long Straddles; Short Straddles; Covered Straddles; Risk and Payoff Calculations: Strangles; Long Strangles; Short Strangles; Long Gut Strangle; Short Gut Strangle; Risk and Payoff Calculations: Strips and Straps; Strip; Strap; Strategic Selection of Strikes; 9 Probability and Risk; Abnormal Distribution of Options Trading; Managing Abnormal Probability ; | en_US |
| dc.format.extent | 1 online resource ; | en_US |
| dc.format.extent | Aspects of Probability ; | en_US |
| dc.format.extent | Description based upon print version of record ; | en_US |
| dc.publisher | Springer International Publishing, | en_US |
| dc.relation.haspart | 9783319566351.pdf | en_US |
| dc.subject | Finance ; | en_US |
| dc.subject | Financial engineering ; | en_US |
| dc.subject | Options (Finance) ; | en_US |
| dc.subject | Risk management ; | en_US |
| dc.subject | Finance ; | en_US |
| dc.subject | Financial Engineering ; | en_US |
| dc.subject | Risk Management ; | en_US |
| dc.title | The Mathematics of Options : | en_US |
| dc.title.alternative | Quantifying Derivative Price, Payoff, Probability, and Risk | en_US |
| dc.type | Book | en_US |
| dc.publisher.place | Cham : | en_US |
| dc.classification.lc | HG6024.A3 ; | en_US |
| dc.classification.dc | 332 ; | en_US |
| Appears in Collections: | مدیریت مالی گرایش بانکداری | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 9783319566351.pdf | 7.2 MB | Adobe PDF | Preview File |
Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Thomsett, Michael C ; | en_US |
| dc.date.accessioned | 2013 | en_US |
| dc.date.accessioned | 2020-04-28T08:41:18Z | - |
| dc.date.available | 2020-04-28T08:41:18Z | - |
| dc.date.issued | 2017 | en_US |
| dc.identifier.isbn | 3319566350 ; | en_US |
| dc.identifier.isbn | 9783319566351 ; | en_US |
| dc.identifier.uri | http://localhost/handle/Hannan/69 | - |
| dc.description | en_US | |
| dc.description | Available to OhioLINK libraries ; | en_US |
| dc.description | Ohio Library and Information Network ; | en_US |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | Print version: ; Thomsett, Michael C. ; The Mathematics of Options : Quantifying Derivative Price, Payoff, Probability, and Risk ; Cham : Springer International Publishing,c2017 ; 9783319566344 ; | en_US |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description.abstract | This book is written for the experienced portfolio manager and professional options traders. It is a practical guide offering how to apply options math in a trading world that demands mathematical measurement. Every options trader deals with an array of calculations: beginners learn to identify risks and opportunities using a short list of strategies, while researchers and academics turn to advanced technical manuals. However, almost no books exist for the experienced portfolio managers and professional options traders who fall between these extremes. Michael C. Thomsett addresses this glaring gap with The Mathematics of Options, a practical guide with actionable tools for the practical application of options math in a world that demands quantification. It serves as a valuable reference for advanced methods of evaluating issues of pricing, payoff, probability, and risk. In his characteristic approachable style, Thomsett simplifies complex hot button issueseesuch as strategic payoffs, return calculations, and hedging optionseethat may be mentioned in introductory texts but are often underserved. The result is a comprehensive book that helps traders understand the mathematic concepts of options trading so that they can improve their skills and outcomes ; | en_US |
| dc.description.tableofcontents | Foreword; Preface; Contents; List of Figures; List of Tables; Introduction-The Variability of Derivatives Trading; 1 Trading Goals and Objectives; Basic Probability to Quantify Risk; The Flaws of Implied Volatility (IV); Articulating Risk with Technical Signals; Probability in an Uncertain World; Bollinger Bands to Create a Probability Matrix; Speculation Versus Hedging; 2 The Role of Fundamentaland Technical Analysis; Analyzing the Impact of Fundamental Volatility; Calculating Historical Volatility; The Problem with Implied Volatility ; | en_US |
| dc.description.tableofcontents | Basis for Calculation: Stock Price or Premium at RiskReturn on Investment; The Rate of Return Calculation; Return on Covered Calls Trades; Calculating Covered Call Losses; Calculating Adjusted Basis in Stock for Covered Call Trades; Uncovered Option Returns; Annualizing a Stock's Return; 6 Strategic Payoff: The Single-Option Trade; The Probability of Option Payoff; Risk and Payoff Calculations: Long Calls and Puts; The Long Call; The Long Put; Risk and Payoff Calculations: Uncovered Calls; ITM Uncovered Calls; OTM Uncovered Calls; Risk and Payoff Calculations: Uncovered Puts ; | en_US |
| dc.description.tableofcontents | Fundamental Volatility Correlated to Stock Price BehaviorThe Effect of Fundamental Volatility on Options Risk; The Proximity Factor; 3 Pricing of the Option; PutCall Parity; Upper and Lower Bounds; Intrinsic Value; Time Value; Extrinsic Value (Volatility); Estimating Delta; Estimating Gamma; Calculating Relative Option Yield; 4 The Dividend Effect; Dividends as Fundamental Indicators; Dividends in Option Trading Decision-Total Return; The Lumpy Dividend Effect; Additional Dividend Calculations; 5 Return Calculations; Breakeven Rate of Return ; | en_US |
| dc.description.tableofcontents | Risk and Payoff Calculations: Covered CallsRisk and Payoff Calculations: Ratio Writes and the Covered Call; Risk and Payoff Calculations: Covered Put; Recalculation of Net Basis in Rolled Short Options; 7 Strategic Payoff: Spreads; Risk and Payoff Calculations: Vertical Bull Spreads; Bull Put Credit Spread; Bull Call Debit Spread; Bear Put Debit Spread; Bear Call Credit Spread; Risk and Payoff Calculations: Condors and Butterflies; Condor; Iron Condor; Long Butterfly; Short Butterfly; Iron Butterfly; Risk and Payoff Calculations: Synthetics; Synthetic Long Stock; Synthetic Short Stock ; | en_US |
| dc.description.tableofcontents | Risk and Payoff Calculations: Horizontal SpreadsBull Calendar Spreads; Installment Calendar Spreads; Risk and Payoff Calculations: Diagonal Spreads; 8 Strategic Payoff: Straddles; Risk and Payoff Calculations: Straddles; Long Straddles; Short Straddles; Covered Straddles; Risk and Payoff Calculations: Strangles; Long Strangles; Short Strangles; Long Gut Strangle; Short Gut Strangle; Risk and Payoff Calculations: Strips and Straps; Strip; Strap; Strategic Selection of Strikes; 9 Probability and Risk; Abnormal Distribution of Options Trading; Managing Abnormal Probability ; | en_US |
| dc.format.extent | 1 online resource ; | en_US |
| dc.format.extent | Aspects of Probability ; | en_US |
| dc.format.extent | Description based upon print version of record ; | en_US |
| dc.publisher | Springer International Publishing, | en_US |
| dc.relation.haspart | 9783319566351.pdf | en_US |
| dc.subject | Finance ; | en_US |
| dc.subject | Financial engineering ; | en_US |
| dc.subject | Options (Finance) ; | en_US |
| dc.subject | Risk management ; | en_US |
| dc.subject | Finance ; | en_US |
| dc.subject | Financial Engineering ; | en_US |
| dc.subject | Risk Management ; | en_US |
| dc.title | The Mathematics of Options : | en_US |
| dc.title.alternative | Quantifying Derivative Price, Payoff, Probability, and Risk | en_US |
| dc.type | Book | en_US |
| dc.publisher.place | Cham : | en_US |
| dc.classification.lc | HG6024.A3 ; | en_US |
| dc.classification.dc | 332 ; | en_US |
| Appears in Collections: | مدیریت مالی گرایش بانکداری | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 9783319566351.pdf | 7.2 MB | Adobe PDF | Preview File |