Option Volatility and Pricing: Advanced Trading Strategies and Techniques, 2nd Edition (Professional Finance & Investment)
| Author | : | |
| Rating | : | 4.68 (751 Votes) |
| Asin | : | B00O2A7HMS |
| Format Type | : | |
| Number of Pages | : | 235 Pages |
| Publish Date | : | 2013-10-09 |
| Language | : | English |
DESCRIPTION:
This book shows how to apply both to maximum effect.. Covering a wide range of topics as diverse and exciting as the market itself, this text enables both new and experienced traders to delve in detail into the many aspects of option markets, including:The foundations of option theoryDynamic hedgingVolatility and directional trading strategiesRisk analysisPosition managementStock index futures and optionsVolatility contracts Clear, concise, and comprehensive, the second edition of Option Volatility & Pricing is sure to be an important addition to every option trader's library--as invaluable as Natenberg's acclaimed seminars at the world's largest derivatives exchanges and trading firms.You'll learn how professional option traders approach the market, including the trading strategies and risk management techniques necessary for success. WHAT
"Buy the 1st Edition! The 2nd Edition is ruined with basic errors." according to Jon Smith. In terms of content this book was outstanding. It provided great examples for a beginner learning options for the first time. I have taken a few option courses before and his strategies, techniques and terminologies were helpful. They were a little on the beginner side but as a market risk profe. "Strong on theory but weak on reality plus some careless errors" according to Chris G. Pflum. This is the best book that I have read on the theoretical pricing model. It is well-written, the figures and tables reinforce the text, and the math is as simple as possible considering the complexity of the Black, Sholes, Merton model (model). Nevertheless, I have given the book only three star. A Must For Anyone Considering Trading Options apage This book is considered the "bible" on options implied volatility. Natenburg was a pioneer into this study decades ago, and his work is still relevant today. Anyone who is thinking about trading options should add this book to their library. This book covers everything from the Greeks, the Black
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. Since 2000 he has been a member of the education team at Chicago Trading Company, a proprietary derivati
Topics include: * Theoretical Pricing Models * Understanding Volatility * Trading and Hedging Strategies * Risk Management * Option Arbitrage * Option Theory and the Real World * Volatility ContractsThe book presents strategies and techniques used by successful option traders at major exchanges and professional trading firms around the globe. Expanded and completely revised to address today's markets, it's the most comprehensive book on the subject, written by someone in the unique position of being both a professional trader and educator.Includes a glossary of option terminology and math essentials. From the Back CoverTHE CLASSIC BESTSELLING GUIDE--NOW REVISED AND UPDATED For two decades, Sheldon Natenberg's Option Volatility & Pricing has been one of the most widely