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期权交易核心策略与技巧解析-(修订版) 版权信息
- ISBN：9787121280597
- 条形码：9787121280597 ; 978-7-121-28059-7
- 装帧：暂无
- 册数：暂无
- 重量：暂无
- 所属分类：>
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
第5 章 熊市交易策略······················106
5.1 买入看跌期权（long put）························107
5.2 裸卖出看涨期权（nakedshort call）·························107
5.3 熊市看跌期权价差（bearput spread）························107
5.4 熊市看涨期权价差（bearcall spread）······················111
5.5 深度实值熊市看涨期权价差（deep itm bearcall spread）······················116
5.6 看跌期权比率价差（bearratio spread）····················120
5.7 空头看跌期权比率价差（short bearratio spread）····················126
5.8 熊市看跌期权梯形价差（bear putladder spread）··················130
第6 章 大波动交易策略··················136
6.1 大波动策略简介（volatileoptions strategies）············136
6.2 买入跨式期权（longstraddle）····························138
6.3 买入条形跨式（stripstraddle）····························142
6.4 买入带形跨式（strapstraddle）····························146
6.5 买入宽跨式（longstrangle）····························150
6.6 买入带形宽跨式（strap strangle）·················154
6.7 买入条形宽跨式（strip strangle）·················158
6.8 买入飞碟式期权（long gut）························162
6.9 卖出看涨期权水平价差（short horizontal calendarcall spread）······················166
6.10 卖出看涨期权对角价差（short diagonal calendarcall spread）····················169
6.11 卖出看跌期权水平价差
（short horizontal calendar
put spread）······················172
6.12 卖出看跌期权对角价差
（short diagonal calendar
put spread）······················175
6.13 卖出蝶式价差（short
butterfly spread）·············178
6.14 卖出秃鹰式价差（short
condor spread）···············181
6.15 卖出信天翁价差（short
albatross spread）············185
6.16 反向铁蝶式价差（reverse
iron butterfly spread）·····187
6.17 反向铁鹰式价差（reverse
iron condor spread）······· 190
6.18 反向铁信天翁价差（reverse
iron albatross spread）···· 193
第7 章 小波动交易策略·················· 196
7.1 卖出跨式（short
straddle）···························· 196
7.2 卖出宽跨式（short
strangle）···························· 200
7.3 卖出飞碟式（short gut）··· 204
7.4 卖出条形跨式（short
strip straddle）··················· 208
7.5 卖出带形跨式（short
strap straddle）·················· 212
7.6 卖出条形宽跨式（short
strip strangle）··················· 216
7.7 卖出带形宽跨式（short
strap strangle）·················· 220
7.8 看涨期权水平价差
（horizontal calendar
call spread）······················ 224
7.9 看涨期权对角价差（diagonal
calendar call spread）······· 226
7.10 看跌期权水平价差
（horizontal calendar
put spread）····················· 229
7.11 看跌期权对角价差（diagonal
calendar put spread）······ 231
7.12 蝶式价差（butterfly
spread）···························· 233
7.13 秃鹰式价差（condor
spread）···························· 237
7.14 信天翁式价差（albatross
spread）···························· 241
7.15 铁蝶式价差（iron
butterfly spread）············ 244
7.16 铁鹰式价差（iron
condor spread）··············· 247
7.17 铁信天翁价差（long
iron albatross spread）···· 252
7.18 看涨期权折翅蝶式价差
（call broken wing
butterfly spread）············ 254
7.19 看跌期权折翅蝶式价差
（put broken wing
butterfly spread）············ 258
7.20 看涨期权折翅秃鹰式价差
（call broken wing
condor spread）··············· 260
7.21 看跌期权折翅秃鹰式价差
（put broken wing
condor spread）··············· 264
第8 章 期权套利策略······················ 267
8.1 从单边交易到对冲············· 267
8.2 期权的套利机会················· 268
8.3 买卖权平价关系················· 269
8.4 执行价格套利····················· 272
8.5 转换套利与反转套利
（conversion / reversal
arbitrage）························· 274
8.6 箱式套利（box spread）··· 278
第9 章 期权套期保值策略·············· 281
9.1 买入保护性看跌期权
（prote
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
第5 章 熊市交易策略······················106
5.1 买入看跌期权（long put）························107
5.2 裸卖出看涨期权（nakedshort call）·························107
5.3 熊市看跌期权价差（bearput spread）························107
5.4 熊市看涨期权价差（bearcall spread）······················111
5.5 深度实值熊市看涨期权价差（deep itm bearcall spread）······················116
5.6 看跌期权比率价差（bearratio spread）····················120
5.7 空头看跌期权比率价差（short bearratio spread）····················126
5.8 熊市看跌期权梯形价差（bear putladder spread）··················130
第6 章 大波动交易策略··················136
6.1 大波动策略简介（volatileoptions strategies）············136
6.2 买入跨式期权（longstraddle）····························138
6.3 买入条形跨式（stripstraddle）····························142
6.4 买入带形跨式（strapstraddle）····························146
6.5 买入宽跨式（longstrangle）····························150
6.6 买入带形宽跨式（strap strangle）·················154
6.7 买入条形宽跨式（strip strangle）·················158
6.8 买入飞碟式期权（long gut）························162
6.9 卖出看涨期权水平价差（short horizontal calendarcall spread）······················166
6.10 卖出看涨期权对角价差（short diagonal calendarcall spread）····················169
6.11 卖出看跌期权水平价差
（short horizontal calendar
put spread）······················172
6.12 卖出看跌期权对角价差
（short diagonal calendar
put spread）······················175
6.13 卖出蝶式价差（short
butterfly spread）·············178
6.14 卖出秃鹰式价差（short
condor spread）···············181
6.15 卖出信天翁价差（short
albatross spread）············185
6.16 反向铁蝶式价差（reverse
iron butterfly spread）·····187
6.17 反向铁鹰式价差（reverse
iron condor spread）······· 190
6.18 反向铁信天翁价差（reverse
iron albatross spread）···· 193
第7 章 小波动交易策略·················· 196
7.1 卖出跨式（short
straddle）···························· 196
7.2 卖出宽跨式（short
strangle）···························· 200
7.3 卖出飞碟式（short gut）··· 204
7.4 卖出条形跨式（short
strip straddle）··················· 208
7.5 卖出带形跨式（short
strap straddle）·················· 212
7.6 卖出条形宽跨式（short
strip strangle）··················· 216
7.7 卖出带形宽跨式（short
strap strangle）·················· 220
7.8 看涨期权水平价差
（horizontal calendar
call spread）······················ 224
7.9 看涨期权对角价差（diagonal
calendar call spread）······· 226
7.10 看跌期权水平价差
（horizontal calendar
put spread）····················· 229
7.11 看跌期权对角价差（diagonal
calendar put spread）······ 231
7.12 蝶式价差（butterfly
spread）···························· 233
7.13 秃鹰式价差（condor
spread）···························· 237
7.14 信天翁式价差（albatross
spread）···························· 241
7.15 铁蝶式价差（iron
butterfly spread）············ 244
7.16 铁鹰式价差（iron
condor spread）··············· 247
7.17 铁信天翁价差（long
iron albatross spread）···· 252
7.18 看涨期权折翅蝶式价差
（call broken wing
butterfly spread）············ 254
7.19 看跌期权折翅蝶式价差
（put broken wing
butterfly spread）············ 258
7.20 看涨期权折翅秃鹰式价差
（call broken wing
condor spread）··············· 260
7.21 看跌期权折翅秃鹰式价差
（put broken wing
condor spread）··············· 264
第8 章 期权套利策略······················ 267
8.1 从单边交易到对冲············· 267
8.2 期权的套利机会················· 268
8.3 买卖权平价关系················· 269
8.4 执行价格套利····················· 272
8.5 转换套利与反转套利
（conversion / reversal
arbitrage）························· 274
8.6 箱式套利（box spread）··· 278
第9 章 期权套期保值策略·············· 281
9.1 买入保护性看跌期权
（prote
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期权交易核心策略与技巧解析-(修订版) 相关资料
推荐序 王勇先生的这本《期权交易——核心策略与技巧解析（修订版）》既是一本期权方面的书籍，也是一本侧重于交易方面的实战书籍。本书的特点在于对基础理论方面的知识并没有过多地着墨，而是在具体的交易策略方面进行了深入探讨和详细介绍。这些策略主要有：期权价差交易、牛市交易、熊市交易、大波动交易、小波动交易、套利与套保策略、波动率交易等。期权价差交易主要是利用不同期权合约的价差、期权和对应现货的价差等进行的交易方式，由于到期日不同，行权价不同，从而带来的价差交易的获利机会包括：垂直价差、时间价差、对角价差、比率价差等。牛市中传统的做法一般是购买股票，但是有了期权后，就有了更多的玩法，包括买入看涨期权、卖出看跌期权等。由于期权的杠杆特性，牛市中用期权做交易工具，往往可以比传统的股票获得更大的赢利空间。到了熊市时，传统股票的操作方式主要是通过融券或者股指期货，无论是哪种方式，都需要做空操作，普通投资者难以掌握。利用买入看跌期权、卖出看涨期权等方式，则可以充分享受下跌的收益。除传统的方向性策略外，期权还有一种赌波动区间的交易方式。对于大波动空间，有买入跨式期权、买入条形跨式、买入宽跨式、买入飞蝶式期权、卖出秃鹰式价差、卖出信天翁价差、反向铁蝶式价差等。对于小波动率交易，有卖出跨式、卖出宽跨式、看涨期权水平价差、看涨期权对角价差、秃鹰式价差、信天翁式价差、看涨期权折翅蝶式价差、看涨期权折翅秃鹰式价差等。如果投资者认为未来可能会有一波大的行情，但是对方向又不确定，则可以采用上述的大波动空间策略；如果投资者认为未来属于震荡行情，则可以采用上述的小波动空间策略。期权套利是传统的交易模式，一般来说，有转换套利、反转套利、箱式套利；如果是出于避险要求，可以采用期权套保策略，比如配对看跌期权、信托看涨期权、领子期权等。期权是金融衍生品市场的一个伟大发明，它通过不对称的风险收益机制，使投资者的最大损失确定的情况下，可以博取更大的收益，自从该产品问世以来，得到了投资者广泛的追捧，不管是作为风险对冲工具，还是投机工具，都是非常好的选择。期权方面的教材早已汗牛充栋，但是多数都是理论的研究，在拿到王勇的这本书后，我眼前一亮，基本上都是从实战出发，对交易策略方面做了详尽的研讨。对做理论研究的人来说，这本书涉及的模型不多，但是对试图在二级市场进行交易的投资者，本书无疑是相当有价值的参考书。 丁鹏 博士 中国量化投资学会 理事长 《量化投资——策略与技术》作者 《量化投资与对冲基金丛书》《交易大师系列》《大数据金融丛书》主编
期权交易核心策略与技巧解析-(修订版) 作者简介
王勇，农产品期权专家，期权千人会联合发起人，现任宏源期货高级分析师。王勇先生有多年期货投资经验，在CCTV、中国证券报、期货日报等各大媒体发表评论近百篇，2011年获“大商所十大研发团队”比赛农产品组第一名。王勇先生发起成立的对冲基金工社是较有影响力的行业组织之一。
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