Abstract
In this section, I will address the risk management of options dealing and using a popular computer risk analysis programme, help the reader see how option market makers evaluate and control the risks of their portfolios. In addition, I will show the reader how to use the analytics generated by risk analysis programmes to choose the best options trading strategy.
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Notes
Bachelier, Louis, “Theorie de la Speculation,” Annales de l’Ecole Normale Superieure, 17 (1900), pp. 21–86.
See: Larson, A. “Measurement of a Random Process in Futures Prices”. Food Research Institute Studies, Vol.1, No 3 (November 1960), pp. 313–24.
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© 1994 Palgrave Macmillan, a division of Macmillan Publishers Limited
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Tompkins, R. (1994). Risk Management of Options. In: Options Explained2. Finance and Capital Markets. Palgrave Macmillan, London. https://doi.org/10.1007/978-1-349-13636-0_14
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DOI: https://doi.org/10.1007/978-1-349-13636-0_14
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-13638-4
Online ISBN: 978-1-349-13636-0
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