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期權交易核心策略與技巧解析-(修訂版) 版權信息
- ISBN：9787121280597
- 條形碼：9787121280597 ; 978-7-121-28059-7
- 裝幀：暫無
- 冊數：暫無
- 重量：暫無
- 所屬分類：>
期權交易核心策略與技巧解析-(修訂版) 本書特色
本書是《期權交易——核心策略與技巧解析》的修訂版。本書是一本深入淺出地介紹期權策略的參考書，作者力求把概念講清楚，把策略說透徹，不羅列模型，不堆砌公式，以指導實戰為*終目的，技巧解讀入木三分。全書內容包括基本策略、價差策略、牛市策略、熊市策略、大波動策略、小波動策略、套利策略、套期保值策略、波動率交易等。對于每一種策略，通過舉例分析了策略的適用場景、收益風險特征、盈虧平衡點、優點與缺點、希臘字母特征、執行過程的注意事項以及與其他策略的對比和轉換，策略呈現全面細致。另外，本書還附有期權策略選擇框架及常用策略簡表，可幫助讀者形成自己的期權交易系統。
期權交易核心策略與技巧解析-(修訂版) 內容簡介
《期權交易——核心策略與技巧解析》分基本策略、價差策略、牛市策略、熊市策略、大波動策略、小波動策略、套利策略、套期保值策略、波動率交易策略等板塊來詳細介紹每一種場景下可用的策略。對于每一種策略，分析了策略的適用場景、收益風險特征、盈虧平衡點、優點與缺點、希臘字母特征、執行過程的注意事項以及與其他策略的關系，還會舉例來演示該策略。書中末尾附有策略簡表，是難得的出招圖譜。
期權交易核心策略與技巧解析-(修訂版) 目錄
第1 章 初識期權·································· 1
1.1 什么是期權····························· 1
1.2 期權合約的構成要素············· 2
1.3 期權的分類····························· 3
1.4 期權為何如此迷人················· 3
1.5 期權交易與期貨、權證交易的對比·········· 5
1.6 期權價格的構成····················· 6
1.7 期權價格的影響因素············· 7
1.8 交易期權就像開飛機··········· 10
第2 章 基本策略積木························ 12
2.1 買入與賣出標的資產（long/
short underlying asset）····· 12
2.2 買入看漲期權（long call）··· 14
2.3 裸賣出看漲期權（nakedshort call）·························· 18
2.4 買入看跌期權（long put）· 23
2.5 裸賣出看跌期權（nakedshort put）···························· 29
2.6 合成頭寸（syntheticpositions）···························· 34
參考文獻········································ 41
第3 章 期權價差策略························ 42
3.1 期權價差概述（optionsspread）································ 42
3.2 垂直價差（verticalspreads）······························ 46
3.3 時間價差（time spreads）··· 48
3.4 對角價差（diagonalspreads）······························ 51
3.5 借方價差與貸方價差（debit/credit spreads）··················· 51
3.6 比率價差（ratio spreads）··· 58
參考文獻········································ 61
第4 章 牛市交易策略························ 62
4.1 買入看漲期權（longcall）···································· 63
4.2 裸賣出看跌期權（nakedshort put）···························· 63
4.3 牛市看漲期權價差（bullcall spread）························ 63
4.4 牛市看跌期權價差（bullput spread）························· 68
4.5 深度實值牛市看跌期權價差（deep itm bullput spread）························· 72
4.6 賣出虛值看跌期權（writingout of the money putoptions）······························ 77
4.7 賣出現金擔保看跌期權（cashsecured put）························ 80
4.8 看漲期權比率價差（bull ratio spread）·············83
4.9 空頭看漲期權比率價差（short bull ratio spread）···89
4.10 牛市看漲期權梯形價差（long callladder spread）··················94
4.11 合成“類標的資產”（risk reversal）·················99
第5 章 熊市交易策略······················106
5.1 買入看跌期權（long put）························107
5.2 裸賣出看漲期權（nakedshort call）·························107
5.3 熊市看跌期權價差（bearput spread）························107
5.4 熊市看漲期權價差（bearcall spread）······················111
5.5 深度實值熊市看漲期權價差（deep itm bearcall spread）······················116
5.6 看跌期權比率價差（bearratio spread）····················120
5.7 空頭看跌期權比率價差（short bearratio spread）····················126
5.8 熊市看跌期權梯形價差（bear putladder spread）··················130
第6 章 大波動交易策略··················136
6.1 大波動策略簡介（volatileoptions strategies）············136
6.2 買入跨式期權（longstraddle）····························138
6.3 買入條形跨式（stripstraddle）····························142
6.4 買入帶形跨式（strapstraddle）····························146
6.5 買入寬跨式（longstrangle）····························150
6.6 買入帶形寬跨式（strap strangle）·················154
6.7 買入條形寬跨式（strip strangle）·················158
6.8 買入飛碟式期權（long gut）························162
6.9 賣出看漲期權水平價差（short horizontal calendarcall spread）······················166
6.10 賣出看漲期權對角價差（short diagonal calendarcall spread）····················169
6.11 賣出看跌期權水平價差
（short horizontal calendar
put spread）······················172
6.12 賣出看跌期權對角價差
（short diagonal calendar
put spread）······················175
6.13 賣出蝶式價差（short
butterfly spread）·············178
6.14 賣出禿鷹式價差（short
condor spread）···············181
6.15 賣出信天翁價差（short
albatross spread）············185
6.16 反向鐵蝶式價差（reverse
iron butterfly spread）·····187
6.17 反向鐵鷹式價差（reverse
iron condor spread）······· 190
6.18 反向鐵信天翁價差（reverse
iron albatross spread）···· 193
第7 章 小波動交易策略·················· 196
7.1 賣出跨式（short
straddle）···························· 196
7.2 賣出寬跨式（short
strangle）···························· 200
7.3 賣出飛碟式（short gut）··· 204
7.4 賣出條形跨式（short
strip straddle）··················· 208
7.5 賣出帶形跨式（short
strap straddle）·················· 212
7.6 賣出條形寬跨式（short
strip strangle）··················· 216
7.7 賣出帶形寬跨式（short
strap strangle）·················· 220
7.8 看漲期權水平價差
（horizontal calendar
call spread）······················ 224
7.9 看漲期權對角價差（diagonal
calendar call spread）······· 226
7.10 看跌期權水平價差
（horizontal calendar
put spread）····················· 229
7.11 看跌期權對角價差（diagonal
calendar put spread）······ 231
7.12 蝶式價差（butterfly
spread）···························· 233
7.13 禿鷹式價差（condor
spread）···························· 237
7.14 信天翁式價差（albatross
spread）···························· 241
7.15 鐵蝶式價差（iron
butterfly spread）············ 244
7.16 鐵鷹式價差（iron
condor spread）··············· 247
7.17 鐵信天翁價差（long
iron albatross spread）···· 252
7.18 看漲期權折翅蝶式價差
（call broken wing
butterfly spread）············ 254
7.19 看跌期權折翅蝶式價差
（put broken wing
butterfly spread）············ 258
7.20 看漲期權折翅禿鷹式價差
（call broken wing
condor spread）··············· 260
7.21 看跌期權折翅禿鷹式價差
（put broken wing
condor spread）··············· 264
第8 章 期權套利策略······················ 267
8.1 從單邊交易到對沖············· 267
8.2 期權的套利機會················· 268
8.3 買賣權平價關系················· 269
8.4 執行價格套利····················· 272
8.5 轉換套利與反轉套利
（conversion / reversal
arbitrage）························· 274
8.6 箱式套利（box spread）··· 278
第9 章 期權套期保值策略·············· 281
9.1 買入保護性看跌期權
（prote
1.1 什么是期權····························· 1
1.2 期權合約的構成要素············· 2
1.3 期權的分類····························· 3
1.4 期權為何如此迷人················· 3
1.5 期權交易與期貨、權證交易的對比·········· 5
1.6 期權價格的構成····················· 6
1.7 期權價格的影響因素············· 7
1.8 交易期權就像開飛機··········· 10
第2 章 基本策略積木························ 12
2.1 買入與賣出標的資產（long/
short underlying asset）····· 12
2.2 買入看漲期權（long call）··· 14
2.3 裸賣出看漲期權（nakedshort call）·························· 18
2.4 買入看跌期權（long put）· 23
2.5 裸賣出看跌期權（nakedshort put）···························· 29
2.6 合成頭寸（syntheticpositions）···························· 34
參考文獻········································ 41
第3 章 期權價差策略························ 42
3.1 期權價差概述（optionsspread）································ 42
3.2 垂直價差（verticalspreads）······························ 46
3.3 時間價差（time spreads）··· 48
3.4 對角價差（diagonalspreads）······························ 51
3.5 借方價差與貸方價差（debit/credit spreads）··················· 51
3.6 比率價差（ratio spreads）··· 58
參考文獻········································ 61
第4 章 牛市交易策略························ 62
4.1 買入看漲期權（longcall）···································· 63
4.2 裸賣出看跌期權（nakedshort put）···························· 63
4.3 牛市看漲期權價差（bullcall spread）························ 63
4.4 牛市看跌期權價差（bullput spread）························· 68
4.5 深度實值牛市看跌期權價差（deep itm bullput spread）························· 72
4.6 賣出虛值看跌期權（writingout of the money putoptions）······························ 77
4.7 賣出現金擔保看跌期權（cashsecured put）························ 80
4.8 看漲期權比率價差（bull ratio spread）·············83
4.9 空頭看漲期權比率價差（short bull ratio spread）···89
4.10 牛市看漲期權梯形價差（long callladder spread）··················94
4.11 合成“類標的資產”（risk reversal）·················99
第5 章 熊市交易策略······················106
5.1 買入看跌期權（long put）························107
5.2 裸賣出看漲期權（nakedshort call）·························107
5.3 熊市看跌期權價差（bearput spread）························107
5.4 熊市看漲期權價差（bearcall spread）······················111
5.5 深度實值熊市看漲期權價差（deep itm bearcall spread）······················116
5.6 看跌期權比率價差（bearratio spread）····················120
5.7 空頭看跌期權比率價差（short bearratio spread）····················126
5.8 熊市看跌期權梯形價差（bear putladder spread）··················130
第6 章 大波動交易策略··················136
6.1 大波動策略簡介（volatileoptions strategies）············136
6.2 買入跨式期權（longstraddle）····························138
6.3 買入條形跨式（stripstraddle）····························142
6.4 買入帶形跨式（strapstraddle）····························146
6.5 買入寬跨式（longstrangle）····························150
6.6 買入帶形寬跨式（strap strangle）·················154
6.7 買入條形寬跨式（strip strangle）·················158
6.8 買入飛碟式期權（long gut）························162
6.9 賣出看漲期權水平價差（short horizontal calendarcall spread）······················166
6.10 賣出看漲期權對角價差（short diagonal calendarcall spread）····················169
6.11 賣出看跌期權水平價差
（short horizontal calendar
put spread）······················172
6.12 賣出看跌期權對角價差
（short diagonal calendar
put spread）······················175
6.13 賣出蝶式價差（short
butterfly spread）·············178
6.14 賣出禿鷹式價差（short
condor spread）···············181
6.15 賣出信天翁價差（short
albatross spread）············185
6.16 反向鐵蝶式價差（reverse
iron butterfly spread）·····187
6.17 反向鐵鷹式價差（reverse
iron condor spread）······· 190
6.18 反向鐵信天翁價差（reverse
iron albatross spread）···· 193
第7 章 小波動交易策略·················· 196
7.1 賣出跨式（short
straddle）···························· 196
7.2 賣出寬跨式（short
strangle）···························· 200
7.3 賣出飛碟式（short gut）··· 204
7.4 賣出條形跨式（short
strip straddle）··················· 208
7.5 賣出帶形跨式（short
strap straddle）·················· 212
7.6 賣出條形寬跨式（short
strip strangle）··················· 216
7.7 賣出帶形寬跨式（short
strap strangle）·················· 220
7.8 看漲期權水平價差
（horizontal calendar
call spread）······················ 224
7.9 看漲期權對角價差（diagonal
calendar call spread）······· 226
7.10 看跌期權水平價差
（horizontal calendar
put spread）····················· 229
7.11 看跌期權對角價差（diagonal
calendar put spread）······ 231
7.12 蝶式價差（butterfly
spread）···························· 233
7.13 禿鷹式價差（condor
spread）···························· 237
7.14 信天翁式價差（albatross
spread）···························· 241
7.15 鐵蝶式價差（iron
butterfly spread）············ 244
7.16 鐵鷹式價差（iron
condor spread）··············· 247
7.17 鐵信天翁價差（long
iron albatross spread）···· 252
7.18 看漲期權折翅蝶式價差
（call broken wing
butterfly spread）············ 254
7.19 看跌期權折翅蝶式價差
（put broken wing
butterfly spread）············ 258
7.20 看漲期權折翅禿鷹式價差
（call broken wing
condor spread）··············· 260
7.21 看跌期權折翅禿鷹式價差
（put broken wing
condor spread）··············· 264
第8 章 期權套利策略······················ 267
8.1 從單邊交易到對沖············· 267
8.2 期權的套利機會················· 268
8.3 買賣權平價關系················· 269
8.4 執行價格套利····················· 272
8.5 轉換套利與反轉套利
（conversion / reversal
arbitrage）························· 274
8.6 箱式套利（box spread）··· 278
第9 章 期權套期保值策略·············· 281
9.1 買入保護性看跌期權
（prote
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期權交易核心策略與技巧解析-(修訂版) 相關資料
推薦序 王勇先生的這本《期權交易——核心策略與技巧解析（修訂版）》既是一本期權方面的書籍，也是一本側重于交易方面的實戰書籍。本書的特點在于對基礎理論方面的知識并沒有過多地著墨，而是在具體的交易策略方面進行了深入探討和詳細介紹。這些策略主要有：期權價差交易、牛市交易、熊市交易、大波動交易、小波動交易、套利與套保策略、波動率交易等。期權價差交易主要是利用不同期權合約的價差、期權和對應現貨的價差等進行的交易方式，由于到期日不同，行權價不同，從而帶來的價差交易的獲利機會包括：垂直價差、時間價差、對角價差、比率價差等。牛市中傳統的做法一般是購買股票，但是有了期權后，就有了更多的玩法，包括買入看漲期權、賣出看跌期權等。由于期權的杠桿特性，牛市中用期權做交易工具，往往可以比傳統的股票獲得更大的贏利空間。到了熊市時，傳統股票的操作方式主要是通過融券或者股指期貨，無論是哪種方式，都需要做空操作，普通投資者難以掌握。利用買入看跌期權、賣出看漲期權等方式，則可以充分享受下跌的收益。除傳統的方向性策略外，期權還有一種賭波動區間的交易方式。對于大波動空間，有買入跨式期權、買入條形跨式、買入寬跨式、買入飛蝶式期權、賣出禿鷹式價差、賣出信天翁價差、反向鐵蝶式價差等。對于小波動率交易，有賣出跨式、賣出寬跨式、看漲期權水平價差、看漲期權對角價差、禿鷹式價差、信天翁式價差、看漲期權折翅蝶式價差、看漲期權折翅禿鷹式價差等。如果投資者認為未來可能會有一波大的行情，但是對方向又不確定，則可以采用上述的大波動空間策略；如果投資者認為未來屬于震蕩行情，則可以采用上述的小波動空間策略。期權套利是傳統的交易模式，一般來說，有轉換套利、反轉套利、箱式套利；如果是出于避險要求，可以采用期權套保策略，比如配對看跌期權、信托看漲期權、領子期權等。期權是金融衍生品市場的一個偉大發明，它通過不對稱的風險收益機制，使投資者的最大損失確定的情況下，可以博取更大的收益，自從該產品問世以來，得到了投資者廣泛的追捧，不管是作為風險對沖工具，還是投機工具，都是非常好的選擇。期權方面的教材早已汗牛充棟，但是多數都是理論的研究，在拿到王勇的這本書后，我眼前一亮，基本上都是從實戰出發，對交易策略方面做了詳盡的研討。對做理論研究的人來說，這本書涉及的模型不多，但是對試圖在二級市場進行交易的投資者，本書無疑是相當有價值的參考書。 丁鵬 博士 中國量化投資學會 理事長 《量化投資——策略與技術》作者 《量化投資與對沖基金叢書》《交易大師系列》《大數據金融叢書》主編
期權交易核心策略與技巧解析-(修訂版) 作者簡介
王勇，農產品期權專家，期權千人會聯合發起人，現任宏源期貨高級分析師。王勇先生有多年期貨投資經驗，在CCTV、中國證券報、期貨日報等各大媒體發表評論近百篇，2011年獲“大商所十大研發團隊”比賽農產品組第一名。王勇先生發起成立的對沖基金工社是較有影響力的行業組織之一。
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