methods and materials for teaching the gifted 2nd edition
Cisco Routers for the Desperate, 2nd Edition pdf
Ngày tải lên :
30/03/2014, 20:20
... first send the specific network block used in the
remote office
to the far side of the private T1 . Then we add the default
route
to send all other traffic to the exterior router’s Ethernet ... provide the
service you require, and then start weeding them out. Talk to network staff
at other companies. Ask who they get Internet service through and how
satisfied they are. Look for complaints ... including serial and
Ethernet, you will see a great deal of similar information in the resulting
output for each. The example below shows the first part of
sho int output for
an Ethernet interface,...
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The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_2 pptx
Ngày tải lên :
20/06/2014, 20:20
... components.
The first of these is the amount equal to the difference between the strike
price and the price of the underlying, and it is termed the intrinsic value.
The second component is the time ... are
those at -the- money or out-of -the- money. If an
upside hedge is needed, then at -the- money or
out-of -the money calls will work, and they are less
costly than in -the- money calls. For a downside ... out-of -the- money
12 Part 1
Options fundamentals
The contract multiplier for GE, and most stock options at the Chicago Board
Options Exchange (CBOE), is $100. Therefore, the cost of the April...
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The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_3 pot
Ngày tải lên :
20/06/2014, 20:20
... per cent. If the demand for these options bids up their price to 10.5
($525), while at the same time the price of the underlying and the days
until expiration remain constant, the model will ... movements for the underlying
through expiration.
If we insert the market price of the option into the pricing model, and
if we delete the former historical volatility, the model substitutes another ... money, then the long is credited with one
tick times the contract multiplier, and the short is debited one tick times
the contract multiplier. The multiplier for Eurodollars is $25, and the mul-
tiplier...
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The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_5 doc
Ngày tải lên :
20/06/2014, 20:20
... quantified at the outset. For the
longs, the cost of the spread is the maximum loss, and if the trader is good
with technicals, he can pick his levels. For the shorts, these spreads allow
for premium ... cost of the spread, or 0.50
.
The break-even level is the level at which a decline in the stock pays for
the cost of the spread. This is calculated as the higher strike minus the cost
of the spread, ... long and a short spread are both out-of -the- money and equidistant
from the underlying, the maximum profit of the long spread is greater
than the maximum profit of the short spread, but the short...
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The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_7 doc
Ngày tải lên :
20/06/2014, 20:20
... 5. The profit on the long 95–100 call spread pairs off against
the loss on the short 100–105 call spread. The butterfly is then worth-
less, and the cost of the butterfly is taken as a loss.
There ... your outlook
for the price range of the underlying. If you think
that the underlying has made its move for the near
future, then you might trade the at -the- money call
condor. For example, ... could pay 21.50 for the 350 straddle, and sell the 330–370
strangle at 7.50, for a net debit of 14. This is similar to paying 7.5 for the
350–370 call spread plus paying 6.5 for the 350-330 put...
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The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_9 potx
Ngày tải lên :
20/06/2014, 20:20
...
them to assume. They may be forced to carry the positions in their inven-
tory for periods of weeks or months, and during this time they are exposed
to risk. In order to cover their risk, the ... is the
bid–ask spread for an option’s price. The greater the bid–ask spread, the
greater is the cost of opening and closing a position. This spread is often
simply called the market’ for the ... is a product of the opportunities for
spreading risk, either with the underlying or with other options. If the
underlying or the other options contracts are not liquid, then the options
196...
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The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_10 ppt
Ngày tải lên :
20/06/2014, 20:20
... Futures, synthetics and put–call parity 223
On the other hand, the holder of the long futures position forgoes the
dividends payable for the next six weeks, and therefore the value of the
December ... could sell the call at 34.40, pay 33.70 for the put, and pay
1140.70 for the future. You have then sold the synthetic at 1140.70 and
you have bought the future at the same price. There is no ... position is valued the same, and always will be, as a futures contract.
If, on the other hand, you sell the call at 34.40 and pay 33.70 for the put,
then you have sold the synthetic future at...
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The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_11 pot
Ngày tải lên :
20/06/2014, 20:20
... the synthetics pair off, and you pay the
value of the box to the counterparty.
For an example, simply reverse the long box transaction in M&S, above.
Sell the 340 synthetic and buy the 360 ... and to avoid pin risk. But then again,
the arbs try to pay 19.75 for the above box, and
they try to sell it at 20.25. They often do this by trading the components
quickly and separately. They ... one of these calls?
(f) If at March expiry Unilever closes at 650, what is the profit/loss for
the call buyer, and for the call seller?
(g) What is the amount of capital at risk for the call...
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The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_13 docx
Ngày tải lên :
20/06/2014, 20:20
... increase, and the vega will decrease.
(c) If the implied decreases, then the vega of the December 52.50 call
will decrease.
(d) If the implied decreases, then the gamma and delta of the January ... possible if the call is sold at 16.00, and
14.50 is paid for the put.
(c) If the return on a sale of the stock is 0.50 per cent, then no more
than £0.40 must be paid for the synthetic over the bid ... Given the following May options on Marks and Spencer, determine the price
of the synthetic futures contract and the prices of the missing options. Bear
in mind that these are settlements and...
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The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_14 doc
Ngày tải lên :
20/06/2014, 20:20
... is the right to sell the underlying asset at a specified
price for a specified time period. The put buyer has the right, but not the
obligation, to sell the underlying. The put seller has the ... at the same strike, both either long or short.
Strangle An out-of -the- money call plus an out-of -the- money put, both
either long or short.
Strike price The price of the underlying that forms the ... sells the right to
buy, for a call, or the right to sell, for a put.
Short deltas Any combination of short calls, long puts and short underlying.
Stop order An order to buy or sell at the market...
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