目录Preface Part One Chapter 1: The Basics Chapter 2: Direction, Magnitude, and Time Chapter 3: Volatility Chapter 4: Option Pricing Models and Implied Volatility Part Two Chapter 5: The Volatility Risk Premium Chapter 6: Implied Volatility and Skew Chapter 7: Time Value and Decay Chapter 8: The Bid/Ask Spread Chapter 9: Volatility Slope Part Three Chapter 10: Covered Calls Chapter 11: Selling Puts Chapter 12: Calendar Spreads Chapter 13: Risk Reversal Chapter 14: Vertical Spreads Appendix Index |
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