Title Options analysis : a state-of-the-art guide to options pricing, trading & portfolio applications / Robert G. Tompkins

Edition Revised edition Published Chicago, Ill. ; Cambridge : Probus, [1994] ©1994

Copies

Location	Call no.	Vol.	Availability
MELB	332.644 Tom/Oaa		AVAILABLE

Description xxiii, 597 pages : illustrations ; 24 cm Series Finance and capital markets. Contents 1. The basics of options -- 2. Basic concepts in options pricing -- 3.Advanced concepts in options pricing -- 4. Volatility estimation -- 5. Advanced issues in volatility estimation -- 6. Directional trading strategies -- 7. Volatility trading strategies -- 8. Option arbitrage -- 9. Trading options between markets -- 10. Option hedging strategies -- 11. Option Portfolio application -- 12. OTC interest rate ooptions -- 13. Exotic options -- 14.Risk management of options -- 15. Structure of exchange traded ooptions markets -- 16.Accounting, regulation and taxation issues for options Notes Rev. ed. of: Options explained Bibliography Includes bibliographical references and index Subject Commodity futures. Futures market. Options (Finance) Author Tompkins, Robert, 1944- Options explained ISBN 0333628071 (UK) 1557388342 (North America)

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