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- Product code: 0467
- ISBN: 155738486X,
ISBN13: 9781557384867,
470 pages, hardback
Published by Probus Publishing on 1994
, 2nd Revised edition Rate this book...
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Description of Option Volatility and Pricing |
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. It covers pricing models, volatility considerations, basic and advanced trading strategies, and risk management techniques. Written in clear, easy-to-understand fashion, the book 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, 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 that best fits each trader's view of market conditions and individual risk tolerance. The 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; and intermarket spreading with options.
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Reviews"The most complete work on option theory and practice . . . a must read for anyone with interest in one of the fastest growing arenas of financial risk and asset management."
- Jack Sandner, Chicago Mercantile Exchange
"Shelly has always been one step ahead of the crowd on options theory and practice. The new edition of Option Volatility & Pricing is a further demonstration of his abilities to communicate and educate about these markets. It's must reading for the serious options trader."
- Patrick J Catania, Chicago Board of Trade
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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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