Option

The Price Spiral Method is basically a trading system based on The Elliot Wave System called by another name. A badly written book that attempts to explain the use The Elliot Wave System. Very hard to understand and to apply. If you manage to understand it, I doubt it will proved to be useful. I rate it less than one star.

There is a considerable amount ofdisplay showing the stock market conforming to the elliott wave pattern in true textbook fashion with a 100% accuracy for over 150 years! This error-free trading makes for interesting reading, but in the real world it is diffeerent. When the book finishes at the 1987 crash and it moves into real-time mode it flops! Page 189 shows some calculations and state that this is "the end of the bull market ! " Instead, we have seen the 1987 crash as a little 'blip' that led to the biggest bull market in history!

You open the book and you read: "The information contained in this book was compiled from vaious sources, and in no way guaranteed to be complete or accurate." (Page i)

PTC does much better explanation of config options in online help. The only good thing about this book that it is a printed list of all (documented and undocumented) config.pro options with a lot of white space left to write your notes. A lot of options shown without any explanation.

Virtuall only a printout of the configuration options as available with pro/e which is not much use as it fails to describe any of the settings in any detail or demonstrates their use.

Absolutely primitive book.not good for a novice or a seasoned trader.Each page is used to advertise author's other products like newsletter,softwares etc.Wishing to return the book but shipment back from india is costly,so keeping it.

This CD-ROM primarily contains materials relating to cancer diagnosis and treatment generally, and very little information specific to Hodgkins Disease.

This CD is merely a PDF of thousands of web pages.

Additionally, it is not even well organized. For instance, on of the files is over 2000 pages long, without a table of contents.

Whoever publishes this should be ashamed for taking money from cancer patients and their families.

Caution newcomers to options trading:

This book tries to cover the wide field of both futures and stock option trading in under 200 pages. There is no step-by-step explanation of the mechanics of option trading that a newby to option trading will require. If you have the financial resources to even consider options trading, you can afford to spend a few dollars extra and buy the classic "Options as a Strategic Investment" by Lawrence McMillan. There are good reasons why this book sold over 100,000 copies. As a newcomer to options I found its approach far more methodical and understandable than "All about Options from the Inside Out", which will be retired to a remote corner of my library.

Why would anyone with a degree want to do a tour in this hell

This book is replete with typographical errors - even the words "call option" written as "can option" - numerous times in an options book ??? !!! Shoddy publication!

This book masquerades as a comprehensive guide to developing a stock option plan. In truth, it is a very basic overview of some of the topics surrounding stock option plans. When it attempts to walk through how one would actually go about creating a plan, it uses a hypothetical company and an executive named "Charlie". Sadly, whenever Charlie comes to difficult questions, no answer is given. For example, when discussing the question of valuing stock in a private company, the author's answer is to hire an outside consultant....Gee thanks! Beyond the single basic example give, no discussion of how or why certain decisions are to be made and rationalized. Another great example of this is in determining the number of shares to grant to employees and management. The answer given in the case study is that Charlie had "no process to determine these numbers"....wow, really insightful advice.....No plan at all, so when the executives ask you how you came up with the grant allocations, you can just tell them that you winged it, just like Charlie.

As you can tell, the authors couldnt even tackle simple issues like how many shares to grant, or the appropriate strike price,
and this is not even to mention REAL issues like compensating employees whose options are underwater. I guess Charlie didn't have this problem. I am totally embarassed to have bought this book, save your money and search the web for real-world advice.

The book has deficiencies that I am sorry to report in the following.
The book is about heterogeneous beliefs. Therefore, a discussion of the
relevant literature would have been appropriate. Unfortunately, the au-
thor does not mention important contributions. I highlight a few omissions.
Mordecai Kurz and his coauthors (1997) have developed a fascinating theory
of heterogeneous, yet rational beliefs. This approach should be part of a
book about the economic implications of heterogeneous beliefs. Stochastic
volatility, to mention just one point that plays also a role in Ziegler's book,
has been shown to arise endogenously in the literature on rational beliefs.
Another approach to heterogeneous beliefs is provided by the recent liter-
ature on 'ambiguity', see Gilboa and Schmeidler (1989), Dow and Werlang
(1992), Epstein and Chen (2002). There, agents are uncertain or ambiguous
about the exact distribution of asset returns. Therefore, they use a whole
class of possible priors and maximize the expected utility under the worst be-
lief. The home bias puzzle, e.g., can be explained by ambiguity, see Epstein
and Miao (2003). Both Kurz's approach as well as the ambiguity literature
have the advantage of having a sound decision theoretic foundation whereas
the assumption of heterogeneous priors is somewhat ad hoc.
Chapter 2 of Ziegler's book has been published before { but not by the
author. In fact, it is the sad reviewer who has published not only that chap-
ter (Riedel (2000a)) but related work earlier(Riedel (2000b), Riedel (2001)).
Parts of Chapter 5 are easy corollaries to Chapter 1 in Riedel (2000b). Un-
fortunately, Ziegler has not read these contributions.

References
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Detemple, J., and R. Kihlstrom (1987): Acquisition d'Information
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63, 118-137.
Dothan, M. U., and D. Feldman (1986): Equilibrium Interest Rates
and Multiperiod Bonds in a Production-Exchange Economy," Journal of
Finance, 41, 369-382.
Dow, J., and S. Werlang (1992): Uncertainty Aversion, Risk Aversion,
and the Optimal Choice of Portfolio," Econometrica, 60(1), 197-204.
Epstein, L., and Z. Chen (2002): Ambiguity, Risk and Asset returns in
Continuous Time," Econometrica, 70, 14031443.
3
Epstein, L., and J. Miao (2003): A Two-Person dynamic Equilibrium
under Ambiguity," Journal of Economic Dynamics and Control, 27, 1253-
1288.
Gilboa, I., and D. Schmeidler (1989): Maxmin Expected Utility with
Non-Unique Prior," Journal of Mathematical Economics, 18, 141{153.
Kurz, M. (ed.) (1997): Endogenous Economic Fluctuations: Studies in the
Theory of Rational Beliefsvol. 6 of Springer Series in Economic Theory,
Heidelberg, New York. Springer.
Riedel, F. (2000a): Decreasing Yield Curves in a Model with an Unknown
Constant Growth Rate," European Finance Review, 4, 51-67.
(2000b): Imperfect Information and Investor Heterogeneity in the
Bond Market. Physica, Heidelberg.
(2001): Existence of Arrow{Radner Equilibrium with Endoge-
nously Complete Markets under Incomplete Information," Journal of Economic Theory, 97, 109-122.