Scott Brown – Bullet-Proof Options – Controlled Leverage Investing Methods
Salepage : Scott Brown – Bullet-Proof Options – Controlled Leverage Investing Methods
Arichive : Scott Brown – Bullet-Proof Options – Controlled Leverage Investing Methods
Course Description
How’s this for Stellar Profits?
- 6.24% one day profit of $9,760.05 on FB calls
What are the requirements?
- Basic high school math.
What am I going to get from this course?
- Over 7 lectures and 2 hours of content!
- Discover the vast yet small differences between American puts and calls and their European style kissing cousins.
- Map the span of puts and calls across stocks, futures and forex.
- Fathom how new financial assets are created from other assets.
- Master the concept of option premium so similar to insurance payments.
- Measure the intrinsic value between the strike and underlying price.
- Clarify complex jargon such as the exercise and strike which have the same meaning.
- Learn to use position diagrams for deep economic intuition into option trading strategy.
- Fully visualize the break-even point of any option transaction.
- Use these keen insights to develop the put-call parity relationship.
- Map out the valuation limits on both puts and calls.
- Use the binomial model to solve any option valuation problem.
- Correctly gauge how up and down underlying movements influence option valuation.
- Use option delta as the ratio of the spread of possible premium values over share price possibilities.
- Arrange valuation modeling within a risk-neutral universe.
- Link the sigma volatility of underlying stock to option premium price.
- Employ the binomial option pricing model of finance professors Cox, Ross, and Rubenstein.
- Watch the binomial model converge to the Black-Scholes.
- Calculate values and probabilities at each node of a binomial model.
- Estimate the direct measure of rise in a stock.
- Recall Euler’s number as equal to 2.71828.
- Harness the ultra-precise power of continuous time mathematics to calculate the true value of your options.
- Pull delta values from cumulative normal distribution tables of the Excel function NORMSDIST(d).
- See how increasing the exercise price ramps up put value but hammers calls.
- Map out each of the components and variable of the Black-Scholes pricing model.
- See how far times to expiration are more costly but offer far more protection against adverse underlying share price movements.
- Become wise as to the meaning of the log-normal distribution rightward skew and limited downside.
- Learn to expect more extreme profitable movements than you would otherwise expect.
- Calculate call values for employee stock options gifted to dirt bag CEOs and their crony crew.
- Utilize the VIX to measure aggregate fluctuations in market wide implied volatility.
- Recognize that there are at least five other option pricing variations in addition to the binomial and the Black-Scholes models for unique market situations.
- Recognize your real option to wait.
- Understand real options to expand.
- View trimming down or abandoning as a real option for corporate managers.
- See the ability to adjust or vary production and output as a valuable real option.
- Recognize the value of a real option as the difference between project NPV with and without the option.
- Use real options to re-value negative NPV projects with vast turnaround potential.
- Graph out the real option to wait.
- Diagram the loss in option value if a competitor beats firm managers to the punch.
- See how the ability to wait and do nothing offer higher real option values.
- Memorize the relationship that Real Option Value = Intrinsic Value + Time Premium
What is the target audience?
- Anyone interested in option trading should take this course.
- Those interested in stock investing should take this course.
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