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Options Installment Strategies: Long-Term Spreads for Profiting from Time Decay. 2018 ed.
・ISBN 978-3-030-40420-8 paper EUR 54.99
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| 著者・編者 | Thomsett, Michael C., |
|---|---|
| 出版社 | (Springer Nature Switzerland AG, SZ) |
| 出版年月 | 2020 |
| ページ数 | 192 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A02-52645＞ |
解説
An "installment strategy" in its most basic form, combines two options, one long-term position and one short-term. This strategy is designed as a conservative, no-cost method to either eliminate risk for future trading when stock is owned; or to fix the price for a future purchase of the underlying security.
Portfolio managers and experienced individual traders face a chronic problem - risk versus time. This goes beyond the well-known time decay of options and expands to the ever-present market risk to an underlying security. How do you execute a successful, conservative strategy and eliminate or reduce market risk?
In this book, a range of effective and creative strategies set out a conservative hedging system. This involves the combination of long-term long positions offset by short-term short positions in various configurations. Options Installment Strategies presents variations on the well-known calendar spread and demonstrates how specific strategieswork well in short-term swings and even during extended periods of consolidation.