Index Options and Futures: The Complete Guide

Partial table of contents: NUTS & BOLTS. The Menu: An Inventory of Index Options and Futures. The Mechanics of Index Options and Futures. Transaction Costs. Cash and Margin Requirements. Transaction Costs. Tax Treatments. Trading Orders. Exercise and Assignment. IT2S THE PITS: THE WORLD OF FLOOR TRADERS. Floor Strategies. A Day in the Pits. The CBOE and IOM: Evalution by Ordeal. Tax Treatment. PRICES & VALUES. A Formula for the Valuation of Index Futures. A Procedure for the Valuation of Index Options. Adapting the Procedure for Index Options-on-Futures. Computer Programs for the Valuation of Index Options and Futures. The Construction OF THE UNDERLYING INDEXES. Price Weighted Arithmetic Average Indexes. Capitalization-Weighted Arithmetic Average Indexes. STRATEGIES & TACTICS. Using Index Options and Futures to Take Market Risk Positions. Buying Index Futures as an Alternative to Buying Portfolios of Stocks. The Leverage of Buying Index Futures. Selling Index Futures as an Alternative to Short-Selling Portfolios of Stocks. Leverage in Selling Index Futures. The Leverage of Buying Index Put Options. Selling Index Call Options as an Alternative to Short-Selling Portfolios of Stocks.Luskin, Donald L. is the author of 'Index Options and Futures: The Complete Guide' with ISBN 9780471854647 and ISBN 0471854646.