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Issued on January 01 1970



Other articles
- Options 101 -
Actualization: a basic principle #2
Continuously compounded rates are what is to be used in derivatives pricing.
- Relationships Between Option Sensitivities -
Call-Put Parity : american style issue
Call-Put Parity is specifically set for european style options. What about american style ones ?
- Pricing Models -
Black & Scholes : a first attempt
This is 'the' standard option pricing model
- Basic Strategies -
Long put
Purchasing puts one of the two basic option strategies, simple and effective.
- Hedging -
Delta Hedging Principles
Delta hedging is a way to cover asset move exposure of a portfolio.
- Other Derivatives -
Turbo Warrant : Volatility sensitivity
Turbos are sensible to implied volatility moves, much less than vanilla options.