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Option volatility and pricing : advanced trading strategies and techniques
Author
Title
Option volatility and pricing : advanced trading strategies and techniques / Sheldon Natenberg.
ISBN
9780071818773
0071818774
9780071818780 (e)
Edition
Second edition.
Publication
New York : McGraw-Hill Education, [2015]
Physical Description
xiv, 570 pages : illustrations ; 24 cm
Notes
Includes index.
Summary
The bestselling Option Volatility & Pricing has made Sheldon Natenberg a widely recognized authority in the option industry. At firms around the world, the text is often the first book that new professional traders are given to learn the trading strategies and risk management techniques required for success in option markets. Now, in this revised, updated, and expanded second edition, this thirty-year trading professional presents the most comprehensive guide to advanced trading strategies and techniques now in print. 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. --Amazon.com.
Format
Books
Language
English
Added to Catalog
February 14, 2019
Contents
Financial contracts
Forward pricing
Contract specifications and option terminology
Expiration profit and loss
Theoretical pricing models
Volatility
Risk measurement
Dynamic hedging
Risk measurement II
Introduction to spreading
Volatility spreads
Bull and bear spreads
Risk considerations
Synthetics
Option arbitrage
Early exercise of American options
Hedging with options
The Black-Scholes model
Binomial option pricing
Volatility revisited
Position analysis
Stock index futures and options
Models and the real world
Volatility skews
Volatility contracts
Afterword: a final thought
Glossary of option terminology
Some useful math.
Subjects
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