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In stock, usually dispatched within 24 hours
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- Product code: 0467
- ISBN: 155738486X,
ISBN13: 9781557384867,
469 pages, hardback
Published by Probus Publishing, 1st edition, 1994
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Description of Option Volatility and Pricing |
The new edition of Option Volatility and Pricing is completely updated to reflect the most current developments and trends in option markets, both in terms of products and trading strategies.
The book covers all aspects of options, including pricing models, volatility considerations, basic and advanced trading strategies and risk management techniques. Written in a clear, easy-to-understand fashion, the book provides a down-to-earth explanation of the key concepts essential to successful trading.
New sections include:
- Expanded coverage of stock options
- Strategies for stock indexed futures and options
- A broader, more in-depth discussion of volatility
- Analysis of volatility skews
- Intermarket spreading with options
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, and shows how this theory can be used to identify and exploit trading opportunities.
He explains a wide variety of trading strategies and shows how to select the strategy which best fits each trader's view of market conditions and risk tolerance.
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Contents of Option Volatility and Pricing |
1. The Language of Options
2. Elementary Strategies
3. Introduction to Theoretical Pricing Models
4. Volatility
5. Using an Option's Theoretical Value
6. Option Values and Changing Market Conditions
7. Introduction to Spreading
8. Volatility Spreads
9. Risk Considerations
10. Bull and Bear Spreads
11. Option Arbitrage
12. Early Exercise of American Options
13. Hedging with Options
14. Volatility with Options
15. Stock Index Futures and Options
16. Intermarket Spreading
17. Position analysis
18. Models and the Real World
Appendix A: A Glossary of Options 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
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