EconPapers    
Economics at your fingertips  
 

Options

Chris Heilpern ()

Chapter Chapter 10 in Understanding Risk Management and Hedging in Oil Trading, 2023, pp 133-142 from Springer

Abstract: Abstract This isOptionsdefinition of not a book about understanding the math and formulae for calculating the value of options. I don’t intend to explain option strategies like Straddles and Strangles. Those sorts of things are designed for trading using options and for managing the risks in an options trading book. There are hundreds of excellent books which explain option trading strategies, the Black–Scholes formula and Monte Carlo Simulations far better than I can, so I won’t even try! As for learning to trade options, that is an entirely different and complex job.

Date: 2023
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-031-44465-4_10

Ordering information: This item can be ordered from
http://www.springer.com/9783031444654

DOI: 10.1007/978-3-031-44465-4_10

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2025-03-23
Handle: RePEc:spr:sprchp:978-3-031-44465-4_10