We provide detailed descriptions, including over 550 mathematical formulas, for over 150
trading strategies across a host of asset classes (and trading styles). This includes stocks …

Abstract The Black-Scholes model, which is widely used to price financial options, assumes
that volatility is constant as a function of strike price. However when market option prices are …

The investment decisions are subjected to risk and return of the financial asset. Options
strategies help employ a suitable strategy to balance the risk-return trade-off. The study …

The publication of the Black-Scholes formula in 1973 appeared for the first time to put the
pricing of financial options onto a rational and objective basis. Its adoption transformed the …

Hedging being a predominant financial concern, is considered as a robust method of
managing investment risks. Literature evinces that the covered call strategy provides …

A common reasoning process is to rely on an informative starting point which is somewhat
incorrect and then attempt to adjust it appropriately. Evidence suggests that underlying stock …

The idea that markets are at equilibrium and price changes follow some version of a random
walk is key to foundational results from quantitative finance including the Black-Scholes …

The purpose of this paper is to measure the intrinsic characteristics of the Indian capital
market through the long and short strangle options strategies. The study uses the …

Relying on a useful starting point and attempting to adjust it appropriately is a robust human
decision-making heuristic. Evidence suggests that underlying stock volatility is such a …

A generalized lognormal distribution is used to approximate the distribution of the difference
between two CMS rates. Pricing models for CMS spread options with nonzero strike rates …