Financial Times Guide to Options, The

<ul> <li>Preface </li> <li>About the author </li> <li>About this book </li> <li>Introduction </li> <li>Part 1 – Options fundamentals </li> <li>1&nbsp;&nbsp;Options in Everyday life </li> <li>2&nbsp;&nbsp;The basics of calls </li> <li>3&nbsp; The basics of puts </li> <li>4&nbsp; Pricing and behaviour </li> <li>5&nbsp; Volatility and pricing models </li> <li>6&nbsp; The Greeks and risk assessment: delta </li> <li>7&nbsp; Gamma and theta </li> <li>8&nbsp;&nbsp;Vega </li> <li>Part 2&nbsp; - Options spreads </li> <li>9&nbsp;&nbsp;Call spreads and put spreads </li> <li>10&nbsp; One by two directional spreads </li> <li>11&nbsp;&nbsp;Combos and hybrid spreads for market direction </li> <li>12&nbsp; Volatility spreads </li> <li>13&nbsp; Iron butterflies and iron condors </li> <li>14&nbsp; Butterflies and condors </li> <li>15&nbsp;&nbsp; The covered write, the calendar spread and the diagonal spread </li> <li>Part 3 – Thinking about options </li> <li>16&nbsp; The interaction of the Greeks </li> <li>17&nbsp; Options performance based on cost </li> <li>18&nbsp; Options talk 1 </li> <li>19 &nbsp;Options talk 2: trouble shooting and common problems </li> <li>20&nbsp;&nbsp;Volatility skews </li> <li>Part 4 – Basic non-essentials </li> <li>21&nbsp; Futures, synthetics and put-call parity </li> <li>22&nbsp;&nbsp;Conversions, reversals, boxes and options arbitrage </li> <li>23&nbsp; Conclusion </li> <li>Glossary </li> <li>Suggestions for further reading </li> <li>Index of underlying contracts </li> </ul>