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OPTIONS 101 - CHAPTER IV
Issued on October 03 2011 par Strategies Options

Prices Simulations
In this Chapter... :
Asset Path Simulation
Monte Carlo Simulation : A First Attempt


In this Part... :
CHAPTER I
CHAPTER II
CHAPTER III
CHAPTER IV
CHAPTER V
CHAPTER VI

Strategies Options
Other articles
- Options 101 -
Volatility surfaces : a first attempt
Implied volatility is neither constant for every strike, nor for every expiry.
- Basic Strategies -
Long Call Spread : Delta
Speed for the call spread value : the delta ∆
- Pricing Models -
Models : Models are needed for derivatives pricing
"Because the difference between six and five can be very damned important " (Insp. Harry Callahan/ Dirty Harry)
- Futures and Equity Options Trading Strategies -
CAC40 butterfly DEC09 Strategy Summary
Summary and results.
- Other Derivatives -
Binary Option : theta
Time decay for binary options is less important than for vanillas ones.
- Hedging -
Gamma Hedging Principles
Gamma hedging is a way to hedge delta variations.