Similar Search Results - EconBiz

An examination of short QQQ option trades

Simon, David P. - In: The journal of futures markets 27 (2007) 8, pp. 739-770

Persistent link: https://www.econbiz.de/10003518514

Examination of long-term Bond iShare option selling strategies

Simon, David P. - In: The journal of futures markets 30 (2010) 5, pp. 465-489

This article examines volatility trades in Lehman Brothers 20 Year US Treasury Index iShare (TLT) options from July 2003 through May 2007. Unconditionally selling front contract strangles and straddles and holding for one month is highly profitable after transactions costs.

Persistent link: https://www.econbiz.de/10003962639

The intraday and overnight behavior of SPY options and adjusted delta hedging

Simon, David P. - In: The journal of futures markets 33 (2013) 5, pp. 443-468

Persistent link: https://www.econbiz.de/10009726365

A conditional assessment of the relationships between commodity and equity indexes

Simon, David P. - In: The journal of alternative investments 16 (2013/14) 2, pp. 30-51

Persistent link: https://www.econbiz.de/10010203458

Active QQQ covered call strategies

Simon, David P. - In: The journal of alternative investments 16 (2013/14) 3, pp. 25-36

Persistent link: https://www.econbiz.de/10010248334

The anomalous behavior of the S&P covered call closed end fund

Simon, David P. - In: Journal of derivatives & hedge funds 17 (2011) 2, pp. 165-180

Persistent link: https://www.econbiz.de/10009388160

Implied volatility forecasts in the grains complex

Simon, David P. - In: The journal of futures markets 22 (2002) 10, pp. 959-981

Persistent link: https://www.econbiz.de/10001696759

The Nasdaq volatility index during and after the bubble

Simon, David P. - In: The journal of derivatives : the official publication … 11 (2003) 2, pp. 9-24

Persistent link: https://www.econbiz.de/10001861474

Implied volatility asymmetries in treasury bond futures options

Simon, David P. - In: The journal of futures markets 17 (1997) 8, pp. 873-885

Persistent link: https://www.econbiz.de/10001232840

An empirical reconciliation of the Miller model and the generalized capital structure models

Simon, David P. - In: Journal of banking & finance 20 (1996) 1, pp. 41-56

Persistent link: https://www.econbiz.de/10001193530

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