- ISBN
- 155738486X
- Author
- Sheldon Natenberg
- Format
- Hb
- Edition
- 1st
- Published
- Jan 1, 1994
- Publisher
- Probus Publishing
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.
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.
