Option Volatility & Pricing: Advanced Trading Strategies and Techniques

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Option Volatility & Pricing: Advanced Trading Strategies and Techniques

Format:  Hardcover,

470 pages

Edition: Revised

Publisher: McGraw-Hill

Publish Date: Jul 1994

ISBN-13: 9781557384867

ISBN-10: 155738486X

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The following content was provided by the publisher.

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


Publisher: McGraw-Hill
Publish Date: Jul 1994
ISBN-13: 9781557384867
ISBN-10: 155738486X
Format: Hardcover
Number of Pages: 470
Shipping Weight (in pounds): 1.75
Product in Inches (L x W x H): 6.25 x 9.25 x 1.25

Chapter outline

Preface to the First Edition
Preface to the Second Edition
The Language of Options
Elementary Strategies
Introduction to Theoretical Pricing Models
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

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