1![Beyond the Covered Call Enhancing a Covered Call Strategy with Cash-Secured Puts Kurt Nye, CFA Lead Portfolio Manager Beyond the Covered Call Enhancing a Covered Call Strategy with Cash-Secured Puts Kurt Nye, CFA Lead Portfolio Manager](https://www.pdfsearch.io/img/7aecc47c5483712bd1c458af346a0397.jpg) | Add to Reading ListSource URL: www.optionseducation.orgLanguage: English - Date: 2016-08-14 08:03:56
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2![Equity Portfolio Management Using Option Price Information Peter Christoffersen and Xuhui (Nick) Pan CREATES Research PaperDepartment of Economics and Business Equity Portfolio Management Using Option Price Information Peter Christoffersen and Xuhui (Nick) Pan CREATES Research PaperDepartment of Economics and Business](https://www.pdfsearch.io/img/31ce675e26a10c81e89efefae49da278.jpg) | Add to Reading ListSource URL: econ.au.dkLanguage: English - Date: 2015-01-29 07:00:23
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3![FAQ’s in Option Pricing Theory Peter Carr Courant Institute, New York University 251 Mercer Street New York, NY[removed]3765 FAQ’s in Option Pricing Theory Peter Carr Courant Institute, New York University 251 Mercer Street New York, NY[removed]3765](https://www.pdfsearch.io/img/1855e3b81ff5479bf83c9e652f716b3e.jpg) | Add to Reading ListSource URL: www.math.nyu.eduLanguage: English - Date: 2002-07-02 09:12:21
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4![INTRODUCTION INTO THE NEW BLOOMBERG IMPLIED VOLATILITY CALCULATIONS The purpose of this document is to provide a brief introduction into the Bloomberg implied volatility calculations. Certain details have been omitted an INTRODUCTION INTO THE NEW BLOOMBERG IMPLIED VOLATILITY CALCULATIONS The purpose of this document is to provide a brief introduction into the Bloomberg implied volatility calculations. Certain details have been omitted an](https://www.pdfsearch.io/img/5c1433a1d9ffcd6d13953a5f8e0dc70c.jpg) | Add to Reading ListSource URL: msb040.msb.eduLanguage: English - Date: 2008-03-16 06:13:00
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5![Optionality and Volatility Peter Carr at Morgan Stanley Rutgers MFPDE 2011 November 4, 2011 Optionality and Volatility Peter Carr at Morgan Stanley Rutgers MFPDE 2011 November 4, 2011](https://www.pdfsearch.io/img/4950810d0e625c9a6d216bcb6c33e196.jpg) | Add to Reading ListSource URL: www.fields.utoronto.caLanguage: English - Date: 2012-04-25 13:45:34
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6![Generating Options-Implied Probability Densities to Understand Oil Market Events Generating Options-Implied Probability Densities to Understand Oil Market Events](https://www.pdfsearch.io/img/5ca5e819f4db2bd6204a18118d3118c1.jpg) | Add to Reading ListSource URL: federalreserve.govLanguage: English - Date: 2014-10-31 08:48:39
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7![Generating Options-Implied Probability Densities to Understand Oil Market Events Generating Options-Implied Probability Densities to Understand Oil Market Events](https://www.pdfsearch.io/img/6bf6dc6d649cfd98b49f13fb6273025f.jpg) | Add to Reading ListSource URL: www.federalreserve.govLanguage: English - Date: 2014-10-31 08:48:39
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8![The Put-Call Parity Theorem John Norstad [removed] http://www.norstad.org March 7, 1999 The Put-Call Parity Theorem John Norstad [removed] http://www.norstad.org March 7, 1999](https://www.pdfsearch.io/img/88e3de6c531742a68dbdf53d6ba8465c.jpg) | Add to Reading ListSource URL: www.norstad.orgLanguage: English - Date: 2011-11-03 12:38:54
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9![Optimal Option Portfolio Strategies∗ Jos´e Afonso Faias1 and Pedro Santa-Clara2 Current version: October 2011 Abstract Options should play an important role in asset allocation. They allow for kernel spanning and prov Optimal Option Portfolio Strategies∗ Jos´e Afonso Faias1 and Pedro Santa-Clara2 Current version: October 2011 Abstract Options should play an important role in asset allocation. They allow for kernel spanning and prov](https://www.pdfsearch.io/img/841994c767af5f4542af4de050af4b3d.jpg) | Add to Reading ListSource URL: www3.imperial.ac.ukLanguage: English |
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10![Barrier Options This note is several years old and very preliminary. It has no references to the literature. Do not trust its accuracy! Note that there is a lot of more recent literature, especially on static hedging. 0 Barrier Options This note is several years old and very preliminary. It has no references to the literature. Do not trust its accuracy! Note that there is a lot of more recent literature, especially on static hedging. 0](https://www.pdfsearch.io/img/a2a5b05e6289647f716132982d9e25a6.jpg) | Add to Reading ListSource URL: people.maths.ox.ac.ukLanguage: English - Date: 2006-09-18 07:03:08
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