Trading Option Volatility: A Breakthrough in Option Valuation, Yielding Practical Insights into Strategy Design, Simulation, Optimization, Risk Management, and Profits

Brian Johnson, an investment professional with over 30 years of experience, a former university derivatives professor, and an author of four pioneering books on options, introduces his latest book: Trading Option Volatility. This new in-depth book represents a breakthrough in option valuation, which has profound implications for option strategy design, option and volatility trading, and even for calculating accurate and reliable option risk metrics (Greeks). Drawing on his extensive backgro...