期权交易核心策略与技巧解析-(修订版) 本书特色

本书是《期权交易——核心策略与技巧解析》的修订版。本书是一本深入浅出地介绍期权策略的参考书，作者力求把概念讲清楚，把策略说透彻，不罗列模型，不堆砌公式，以指导实战为*终目的，技巧解读入木三分。全书内容包括基本策略、价差策略、牛市策略、熊市策略、大波动策略、小波动策略、套利策略、套期保值策略、波动率交易等。对于每一种策略，通过举例分析了策略的适用场景、收益风险特征、盈亏平衡点、优点与缺点、希腊字母特征、执行过程的注意事项以及与其他策略的对比和转换，策略呈现全面细致。另外，本书还附有期权策略选择框架及常用策略简表，可帮助读者形成自己的期权交易系统。

期权交易核心策略与技巧解析-(修订版) 内容简介

《期权交易——核心策略与技巧解析》分基本策略、价差策略、牛市策略、熊市策略、大波动策略、小波动策略、套利策略、套期保值策略、波动率交易策略等板块来详细介绍每一种场景下可用的策略。对于每一种策略，分析了策略的适用场景、收益风险特征、盈亏平衡点、优点与缺点、希腊字母特征、执行过程的注意事项以及与其他策略的关系，还会举例来演示该策略。书中末尾附有策略简表，是难得的出招图谱。  

期权交易核心策略与技巧解析-(修订版) 目录

第1 章 初识期权·································· 1
1.1 什么是期权····························· 1
1.2 期权合约的构成要素············· 2
1.3 期权的分类····························· 3
1.4 期权为何如此迷人················· 3
1.5 期权交易与期货、权证交易的对比·········· 5
1.6 期权价格的构成····················· 6
1.7 期权价格的影响因素············· 7
1.8 交易期权就像开飞机··········· 10
第2 章 基本策略积木························ 12
2.1 买入与卖出标的资产（long/
short underlying asset）····· 12
2.2 买入看涨期权（long call）··· 14
2.3 裸卖出看涨期权（nakedshort call）·························· 18
2.4 买入看跌期权（long put）· 23
2.5 裸卖出看跌期权（nakedshort put）···························· 29
2.6 合成头寸（syntheticpositions）···························· 34
参考文献········································ 41
第3 章 期权价差策略························ 42
3.1 期权价差概述（optionsspread）································ 42
3.2 垂直价差（verticalspreads）······························ 46
3.3 时间价差（time spreads）··· 48
3.4 对角价差（diagonalspreads）······························ 51
3.5 借方价差与贷方价差（debit/credit spreads）··················· 51
3.6 比率价差（ratio spreads）··· 58
参考文献········································ 61
第4 章 牛市交易策略························ 62
4.1 买入看涨期权（longcall）···································· 63
4.2 裸卖出看跌期权（nakedshort put）···························· 63
4.3 牛市看涨期权价差（bullcall spread）························ 63
4.4 牛市看跌期权价差（bullput spread）························· 68
4.5 深度实值牛市看跌期权价差（deep itm bullput spread）························· 72
4.6 卖出虚值看跌期权（writingout of the money putoptions）······························ 77
4.7 卖出现金担保看跌期权（cashsecured put）························ 80
4.8 看涨期权比率价差（bull ratio spread）·············83
4.9 空头看涨期权比率价差（short bull ratio spread）···89
4.10 牛市看涨期权梯形价差（long callladder spread）··················94
4.11 合成“类标的资产”（risk reversal）·················99

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