Option Volatility and Pricing

Advanced Trading Strategies and Techniques

Sheldon Natenberg

470 pages, parution le 01/08/1994 (2^eme édition)

Ajouter à une liste

Indisponible

Résumé

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

L'auteur - Sheldon Natenberg

Autres livres de Sheldon Natenberg

Volatilité et pricing des options

Découvrir tous les livres de Sheldon Natenberg

Sommaire

Preface to the First Edition
Preface to the Second Edition
The Language of Options
Elementary Strategies
Introduction to Theoretical Pricing Models
Volatility
Using an Option's Theoretical Value
Option Values and Changing Market Conditions
Introduction to Spreading
Volatility Spreads
Risk Considerations
Bull and Bear Spreads
Option Arbitrage
Early Exercise of American Options
Hedging with Options
Volatility Revisited
Stock Index Futures and Options
Intermarket Spreading
Position Analysis
Models and the Real World
Appendix A A Glossary of Option 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
Index

Voir tout

Replier

Caractéristiques techniques

	PAPIER
Éditeur(s)	Mc Graw Hill
Auteur(s)	Sheldon Natenberg
Parution	01/08/1994
Édition	2^eme édition
Nb. de pages	470
Format	16 x 23,5
Couverture	Relié
Poids	782g
Intérieur	Noir et Blanc
EAN13	9781557384867
ISBN13	978-1-55738-486-7