Chapter 13. Portfolio Greeks

Chapters in this book

1. Frontmatter i
2. Acknowledgments vii
3. Foreword ix
4. Contents xi
5. Preface xvii
6. Introduction xix
7. Part I: Professional Lessons Every Trader Needs to Know
8. Chapter 1. Trading in Options 3
9. Chapter 2. Risk Management 11
10. Chapter 3. Market Makers, Risk, and the Individual Trader 35
11. Chapter 4. Volatility 43
12. Chapter 5. What Is Edge? 57
13. Chapter 6. Locking in Edge 69
14. Part II: Using Spreads
15. Chapter 7. A Quick Review of Spreads 77
16. Chapter 8. Adding Edge to Spreads 105
17. Chapter 9. Butterflies and Condors 117
18. Chapter 10. The Front Spread 131
19. Chapter 11. Calendar Spreads 145
20. Part III: Global Risk
21. Chapter 12. How a Market Maker Trades 157
22. Chapter 13. Portfolio Greeks 165
23. Chapter 14. Crisis Alpha 175
24. Part IV: Appendices
25. Appendix A. Important Terms 187
26. Appendix B. Best Blogs 205
27. Index 207