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Where to find matter related to calendar spread( general info + valuation)

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vineet7
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Joined: July 26th, 2009, 4:28 pm

Where to find matter related to calendar spread( general info + valuation)

March 18th, 2010, 3:11 pm

Books, papers, journals, links, etc.????Need urgently......
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daveangel
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Joined: October 20th, 2003, 4:05 pm

Where to find matter related to calendar spread( general info + valuation)

March 18th, 2010, 3:21 pm

you mean as in buy march sell june? from what perspective ? risks ?
Last edited by daveangel on March 17th, 2010, 11:00 pm, edited 1 time in total.
knowledge comes, wisdom lingers
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vineet7
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Where to find matter related to calendar spread( general info + valuation)

March 18th, 2010, 3:47 pm

QuoteOriginally posted by: daveangelyou mean as in buy march sell june?thats rightLooking for introductory to intermediate level stuff (not found in general option books)
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daveangel
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Joined: October 20th, 2003, 4:05 pm

Where to find matter related to calendar spread( general info + valuation)

March 18th, 2010, 4:15 pm

i think you will struggle to find anything meaningful beyond what you would find in Hull or Natenberg
knowledge comes, wisdom lingers
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Dulls
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Joined: July 19th, 2009, 2:15 pm

Where to find matter related to calendar spread( general info + valuation)

March 19th, 2010, 2:25 am

HULL barely has four-five lines on the topic. Try McMillan
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