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Intro to options and futures book algo list

(Last Updated On: July 23, 2015)

Intro to options and futures book algo list

I got the physical course book from:

https://itunes.apple.com/us/itunes-u/futures-and-options/id490504839?mt=10

I plan to plug these into my Simulink and Mupad using with the workflow described below

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Future and options markets an intro algos (page references included)

Theory of price of storage p105-110
Convenience yield, cost of storage

Basis p117

Calculating real exchange rate p145
Interest rate parity p148
Cost of carry model p154
Implied repo rate p155
Basic bond pricing p161
Price of t bill security and add on rate p164
K e
Random walk theory p178
Ordinary least square with linear regression equation p181
Price elasticity of demand p200,204

Hedger revenue per unit p251
Long hedge return p252
Return for an anticipatory hedge between time periods p260
Optimal hedge p268-269

Expected payoff p289
Break even futures price p290
Expected profit payoff of long and break even price p291
Intrinsic value + time value=premium p294
Expected pay off of short call p305
Expected payoff of long put p306
Greeks delta gamma theta lambda rho p315-320
Black scholes model p 320
Put call parity p325 expected value of long put or call

Option hedge ratio p337

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

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