In "Option Pricing and Investment Strategies", the author provides professional investors, traders and portfolio managers with explanations of options pricing theory and technology and shows how both theory and technique can be applied to real world investment and financial strategies. He illustrates clearly how options are used for speculation, hedging and arbitrage of equity, fixed income and futures positions. Some of the subjects covered in this important work include: the theory and properties of options; how options are created and priced; measuring exposure to option positions; how to find and exploit mispriced options; creating options through dynamic trading strategies; examining option pricing models; understanding how embedded options work; options in mortgaged backed securities; portfolio insurance and option strategies and risk exposure measures (delta and gamma).

Option pricing & investment strategies

Business & Money

Richard M. Bookstaber

Economics

Probus Publishing Co.

<p>Investment portfolios are exposed to numerous risks, some of which can be measured and quantified and some of which must be prepared to address these risks if they are to achieve optimal investment performance. This proceedings guides the reader through the issues associated with the design, implementation, and interpretation of risk management practices for the asset management industry. Proceedings of the AIMR seminar "Risk Management"</p>

Risk Management: Principles and Practices

Bluford H. Putnam

Robert M. McLaughlin

Andrew W. Lo

Desmond Mac Intyre

Charles W. Smithson

Jacques Longerstaey

Michelle McCarthy

Brian D. Singer

Stephen Kealhofer

Insurance

AIMR (CFA Institute)

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Books by Richard M. Bookstaber