The Option Edge |
Quantitative Analytics in Debt Valuation and Management |
| Want to become a better option trader or simply a better investor? Capture the Fortune you are losing with every trade by learning to exploit options. | A must read for portfolio managers running corporate bond portfolios for hedge funds, insurance companies & mutual funds. You will not think about corporate bonds the same way again! |
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| CH 1 – What Is an Option, and How Do Options Work? CH 2 – Valuing Options with the B–S-M Option-Pricing Model CH 3 – Trading Volatility CH 4 – Are Options Fairly Priced? CH 5 – Fundamental Option Strategies CH 6 – Portfolio Hedging Producing Enhanced Returns CH 7 – Option Strategies for Special Situations CH 8 – Extracting Information from Options Prices CH 9 – Synthetics CH 10 – Home Runs CH 11 – Strike-Outs |
CH 1 – Traditional Techniques in Credit Analysis CH 2 – Loan Valuation Framework CH 3 – Model Application & Capital Framework CH 4 – Pricing Individual Loans CH 5 – Market Implied Probability of Default CH 6 – Integrating Equity Prices into Debt Valuation CH 7 – Hedging Debt with Equity CH 8 – Real-Time Simulation – A Case Study CH 9 – Managing Levered Debt Portfolios CH 10 – Conclusions & Final Thoughts |
