New York: McGraw-Hill, 1999. — 273 p.
This book delves into the world of options on futures and shows how to gain the extra edge needed to improve the odds of gaining a winning position. It uses non-technical language, avoiding Greek symbols and approaches options pricing from a hands-on point of view.
Option basics.
Roads less traveled.
Fast forward.
Option theory.
Ockham’s equation.
The word of god.
The emperor of china’s nose.
Option reality.
Phantom of the option.
The promised land.
Born again.
The armchair bookmaker.
Volatility profiles.