Option Volatility and Pricing Advanced Trading Strategies and Techniques

ISBN-10: 155738486X
ISBN-13: 9781557384867
Edition: 2nd 1995
List price: $65.00
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Description: One of the most widely read books among active option traders around the world, Option Volatility & Pricing has been completely updated to reflect the most current developments and trends in option products and trading strategies. Featuring:   More...

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Book details

List price: $65.00
Edition: 2nd
Copyright year: 1995
Publisher: McGraw-Hill Companies, The
Publication date: 8/1/1994
Binding: Hardcover
Pages: 470
Size: 6.25" wide x 9.25" long x 1.25" tall
Weight: 1.320
Language: English

One of the most widely read books among active option traders around the world, Option Volatility & Pricing has been completely updated to reflect the most current developments and trends in option products and trading strategies. Featuring: Pricing models Volatility considerations Basic and advanced trading strategies Risk management techniques And more! Written in a clear, easy-to-understand fashion, Option Volatility & Pricing points out the key concepts essential to successful trading. Drawing on his experience as a professional trader, author Sheldon Natenberg examines both the theory and reality of option trading. He presents the foundations of option theory explaining how this theory can be used to identify and exploit trading opportunities. Option Volatility & Pricing teaches you to use a wide variety of trading strategies and shows you how to select the strategy that best fits your view of market conditions and individual risk tolerance. New sections include: Expanded coverage of stock option Strategies for stock index futures and options A broader, more in-depth discussion volatility Analysis of volatility skews Intermarket spreading with options

SHELDON NATENBERG is a well-known author and lecturer on options. He began his trading career in 1982 as an independent market maker in equity options at the Chicago Board Options Exchange. From 1985 to 2000 he traded commodity options, also as an independent floor trader, at the Chicago Board of Trade. Since 2000 he has been a member of the education team at Chicago Trading Company, a proprietary derivatives trading firm.

Preface to the First Edition
Preface to the Second Edition
The Language of Options
Elementary Strategies
Introduction to Theoretical Pricing Models
Volatility
Using an Option's Theoretical Value
Option Values and Changing Market Conditions
Introduction to Spreading
Volatility Spreads
Risk Considerations
Bull and Bear Spreads
Option Arbitrage
Early Exercise of American Options
Hedging with Options
Volatility Revisited
Stock Index Futures and Options
Intermarket Spreading
Position Analysis
Models and the Real World
Appendix A A Glossary of Option and Related Terminology
Appendix B The Mathematics of Option Pricing
Appendix C Characteristics of Volatility Spreads
Appendix D What's the Right Strategy?
Appendix E Synthetic and Arbitrage Relationships
Appendix F Recommended Reading
Index

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