Option Volatility and Pricing: Advanced Trading Strategies and Techniques

Name: Option Volatility and Pricing: Advanced Trading Strategies and Techniques
Price: 22.02 USD
Availability: InStock
ISBN: 9781557384867

ISBN-10: 155738486X

ISBN-13: 9781557384867

Edition: 2nd 1995

Authors: Sheldon Natenberg

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: 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…

Book details

List price: $65.00
Edition: 2nd
Copyright year: 1995
Publisher: McGraw-Hill Companies, The
Publication date: 8/1/1994
Binding: Hardcover
Pages: 488
Size: 6.25" wide x 9.25" long x 1.25" tall
Weight: 2.002
Language: English

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