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Options Trading for the Institutional Investor: Managing Risk in Financial Institutions by Michael C. Thomsett

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Index

A

abandoned baby, 115

anti-straddle rule, 260-261

asset allocation, 126

at the money (ATM), 28-30

B

Black-Scholes model (BSM), 45-49

Bollinger Bands, 65, 102-120

box spread, 254

brand loyalty, 303-304

butterfly spread, 254

C

candlesticks, 65

carryover loss, 138, 247-249

CBOE Margin Manual, 81

chart analysis, 98-120

collateral requirements, 174

condor, 171

confirmation signals, 100

conservative

approach, 156-160

assumptions, 261-264

dilemma, 123-124

ground rules, 2-4, 151-156, 228-232

profile, 293

ratio write, 212-214

speculative versus, 220-221

standards, 298-302

strategies, 54-55, 168, 255-256

contingent purchase, 34-35, 42

core earnings, 301

covered LEAPS puts, 38-39

covered long call, 203-205

critical analysis of volatility, 43-44, ...

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