Table of Contents for

Using Options in Wealth Management

by Geoff Considine, Ph.D., Quantext
Release Date: January 2010
Publisher: Quantext, Inc.
Format: e-Book, 105 pages

Part 1

The Basics
Put-Call Parity
Options and Leverage
Going Beyond Payoff Diagrams
Understanding How Options Are Valued
Implied Volatility
Volatility Across Asset Classes
How Options Prices Inform Traditional Portfolio Management
The Volatility Smile
Diversification and Options

Part 2

Options Prices and Default Risk
Big Picture Concepts
Ways to Use Options: Covered Call Strategies
Ways to Use Options: Zvi Bodie’s Concept
Ways to Use Options: Contrarian Strategies and Volatility
Ways to Use Options: Are You Long or Short Volatility?
Ways to Use Options: Managing Tail Risk

Part 3

Ways to Use Options: Options on VIX
Ways to Use Options: Modified Covered Call Strategy
Ways to Use Options: Buying Calls vs. Buying the Asset
Ways to Use Options: Nassim Taleb and Black Swans


Appendices and Author Bio

Appendix A: Risk Tolerance

Appendix B: Real Options

Appendix C: Monte Carlo Analysis and QPP

Bio of the Author

Read Overview