商品詳細

This work is aimed at the options professional and portfolio manager and for those who wish to comprehend the science of options strategies. Taking a portfolio view of options as instruments for hedging, speculating, and as an asset class, this work helps market professionals monitor, adjust and improve options positions worldwide. Part one covers options spreads within the context of diversification. Part two focuses on dynamic arbitrage, or fly-on-the-wall arbitrage, for adjusting the entire worldwide options portfolio. Risk management is treated in part three. Finally, options as an asset class are explored.