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Discussion: A long synthetic straddle is a delta neutral trade that consists of shares of stock against long options A long synthetic straddle with multiple contracts can be adjusted back to delta neutral as the trade progresses The risk pro le is similar to a straddle but has a U-shaped risk curve instead of a V-shaped one A trader doesn t need to use ATM options, but this is the easiest way to create a long synthetic straddle 24 Calculate the values for the following long synthetic straddle example: Long 100 Shares of DELL @ $3510 Long 2 November DELL 35 Puts @ 220 Answer: Maximum reward = Unlimited Maximum risk = [(2 220) + (3510 35)] 100 = $450 {Net debit of options + [(Price of underlying stock at initiation option strike price) number of shares]} Upside breakeven = (3510 + 4.



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With these formulae the MVA for mixed product-form queueing networks can be described completely. We assume for now that all arrival and service rates are load independent. The algorithm is as follows: Initialization. For all nodes i = 1,. . . , N, compute the utilization of the open class jobs op = 1,. . . , OP in the mixed network: 1





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For opening the PDF file in a new tab or windows you can use following html code: <a href="view. aspx " target="_blank">View</a>. I hope it ...

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40) = $3950 (Price of underlying stock at initiation + net debit of options) Downside breakeven = [(2 35) 3510] 440 = $3050 {[(2 option strike) price of underlying stock at initiation] net debit of options} Range of pro tability = Above $3950 and below $3050 Discussion: The breakeven points take a little more calculating because the stock price isn t exactly at $35 Though this calculation can still be made manually, it is much easier to use a program like Optionetics Platinum 25 Calculate the values for the following long synthetic straddle example: Short 100 Shares of DELL @ $3510 Long 2 November DELL 35 Calls @ 685 Answer: Maximum reward = Unlimited Maximum risk = [(2 685) + (35 3510)] 100 = $1,360 {[Net debit of options + (option strike price of underlying at initiation)] number of shares.

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Upside breakeven = [(2 35) 3510] + 1370) = $4860 {[(2 option strike) price of underlying stock at initiation] + net debit of options}..

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Many people have a wrong idea of what constitutes true happiness. It is not attained through self-gratification, but through fidelity to a worthy purpose . . . Helen Keller

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To see other things you can do with a message, right-click the message header. You ll see a menu like the one in Figure 18.10. The first few options let you do things we already discussed (open, print, reply, forward). The rest are summarized in the following list. Here, in a nutshell, is what the rest of the options offer. Some options are covered in more detail later in this chapter:

Building scripts can be complicated, and piecing together a rollout for a scripted utility can be especially time-consuming and frustrating when done by hand. To help create such custom rollouts, Max includes the Visual MAXScript Editor. Using this editor, you can drag and drop rollout elements and automatically create a code skeleton for certain events. Working with textual commands can be time-consuming. In order for the script to work, you need to enter the commands exactly. This can be especially tricky when you re trying to lay out the controls for a rollout. Max includes a tool called the Visual MAXScript Editor that speeds up the creation of rollouts. To access the Visual MAXScript window, shown in Figure 50-17, select it from the MAXScript menu. Another way to access this window is to select Edit New Rollout or Edit Rollout (F2) in the MAXScript editor window. Layouts for a rollout created in the Visual MAXScript window can be saved as files with the .VMS extension using the File menu. If you access the window from a MAXScript editor window, then the Save menu automatically updates the editor window.

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