Index
A
absolute values
Amazon.com (AMZN)
analysis
statistical analysis facility
tools
"A New Method to Determine the Value of Derivatives,"
announcements, exploiting
annualizing volatility calculations
Apple Computer (AAPL)
covered calls and puts
differential volatility
price spike chart for
ratio calls
backspread
spreads
volatility smiles
arbitrages
Black-Scholes model
Asia, market collapse in(1997)
ask, assumptions of stock rise and fall
assessing volatility
calculating historical
profiling price change behavior
standard deviations and
at-the-money straddle
B
Bachelier, Louis
backspread, ratio call
backup facilities
Banc of America Securities
Base Volatility column
Bear Sterns (BSC)
Behavior, profiling price change
bid, assumptions of stock ...
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