Fifty Ways to Profit from Trading Futures and Options - Paul Cretien

Fifty Ways to Profit from Trading Futures and Options

(Autor)

Buch | Hardcover
240 Seiten
2016
Financial Times Prentice Hall (Verlag)
978-0-13-449602-3 (ISBN)
52,35 inkl. MwSt
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In Fifty Ways to Profit, Paul Cretien brings together powerful and innovative trading techniques covering the entire spectrum of futures, options, and options on equities. Building on solid theory, a decade of published work in Futures Magazine (now called Modern Trader), and his sophisticated LLP model, Cretien presents each approach in non-theoretical language, showing formula results without requiring you to "do the math" yourself. Cretien offers methods that traders can use every day, and backs them with downloadable Excel-based software for options pricing, volatility analysis, and calculating T-note and eurodollar rates, yields, and prices. Each chapter contains basic pricing methods and definitions for readers with less experience, as well as carefully explained trading techniques that will be valuable to more experienced traders. Coverage includes:Delta neutral spreads and how to improve themShadow pricing with currencies, metals, cattle, and hogsTrades between London and New York copper futuresEurodollar, swap futures, and Eurodollar calendar spreadsCattle, hog, and soybean crush trades for hedging or speculationIndex ETFs and summed differencesBuying out-of-the-money puts and calls to benefit from large price changesForex calendar spreadsGrain and cattle spreadsUsing variability in volatility to generate profitable low-risk tradesTrading soft futures and options such as orange juice, coffee, cocoa, sugar, lumber, and cottonAnalyzing construction resource futures/options via lumber, copper, and steel ETFsAnd much more

1. Trading Options with the LLP Pricing Model2. Delta Neutral Spreads3. Shadow Pricing Currencies, Metals, Cattle and Hogs4. Trades between London and New York Copper Futures5. Eurodollar and Swap Futures Spreads: The TED Spread6. Eurodollar Calendar Spreads7. Cattle, Hog, and Soybean Crush Trades8. Index ETFs and Summed Differences9. Strangles for Metals and Equities10. Crude Oil Crack Spread11. Equities Trades between Puts and Calls12. Forex Calendar Spreads13. Grain and Cattle Spreads14. Trading Time and Volatility15. E-Mini and ETF Trades16. Soybean Crush Trades17. Cocoa, Sugar and Cotton Trades18. Lumber, Copper and Steel ETFs19. Variance of Equity Options From Predicted Prices20. Breakeven Prices: The Put and Call Comfort ZoneAppendix 1. The LLP Options Pricing ModelAppendix 2. The Black-Scholes Options Pricing ModelAppendix 3. Calculation of T-note Prices and YieldsAppendix 4. Calculation of Eurodollar Futures Prices and Yields

Verlagsort Upper Saddle River
Sprache englisch
Maße 152 x 229 mm
Themenwelt Wirtschaft Betriebswirtschaft / Management Finanzierung
ISBN-10 0-13-449602-7 / 0134496027
ISBN-13 978-0-13-449602-3 / 9780134496023
Zustand Neuware
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