Option Volatility & Pricing: Advanced Trading Strategies and Techniques / Edition 1

Option Volatility & Pricing: Advanced Trading Strategies and Techniques / Edition 1

by Sheldon Natenberg, Jeffrey M. Cohen
3.3 6
ISBN-10:
155738486X
ISBN-13:
9781557384867
Pub. Date:
08/01/1994
Publisher:
McGraw-Hill Professional Publishing
Select a Purchase Option (REV)
  • purchase options

Temporarily Out of Stock Online


Overview

Option Volatility & Pricing: Advanced Trading Strategies and Techniques / Edition 1

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

Product Details

ISBN-13: 9781557384867
Publisher: McGraw-Hill Professional Publishing
Publication date: 08/01/1994
Edition description: REV
Pages: 470
Product dimensions: 6.30(w) x 9.20(h) x 1.20(d)

Table of Contents

Preface to the Second Edition
1: The Language of Options ..... 1
2: Elementary Strategies 13
3: Introduction to Theoretical Pricing Models ..... 35
4: Volatility ..... 51
5: Using an Option's Theoretical Value ..... 81
6: Option Values and Changing Market Conditions ..... 95
7: Introduction to Spreading ..... 127
8: Volatility Spreads ..... 137
9: Risk Considerations ..... 173
10: Bull and Bear Spreads ..... 199
11: Option Arbitrage ..... 213
12: Early Exercise of American Options ..... 241
13: Hedging with Options ..... 257
14: Volatility Revisited ..... 273
15: Stock Index Futures and Options ..... 301
16: Intermarket Spreading ..... 331
17: Position Analysis ..... 353
18: Models and the Real World ..... 385
Appendix A: A Glossary of Option and Related Terminology ..... 419
Appendix B: The Mathematics of Option Pricing ..... 431
Appendix C: Characteristics of Volatility Spreads ..... 449
Appendix D: What's the Right Strategy? ..... 451
Appendix E: Synthetic and Arbitrage Relationships ..... 453
Appendix F: Recommended Reading ..... 457
Index ..... 463

Customer Reviews

Most Helpful Customer Reviews

See All Customer Reviews

Option Volatility & Pricing: Advanced Trading Strategies and Techniques 3.3 out of 5 based on 0 ratings. 6 reviews.
Guest More than 1 year ago
The author has explained concepts and strategies with great examples, which makes it easier to understand and remember.
Anonymous More than 1 year ago
Anonymous More than 1 year ago
Anonymous More than 1 year ago
Anonymous More than 1 year ago
Anonymous More than 1 year ago