Option Volatility & Pricing: Advanced Trading Strategies and Techniques
| Author | : | |
| Rating | : | 4.73 (772 Votes) |
| Asin | : | 155738486X |
| Format Type | : | paperback |
| Number of Pages | : | 469 Pages |
| Publish Date | : | 2014-09-15 |
| Language | : | English |
DESCRIPTION:
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 . 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. One of the most widely read books among active option traders around the world, Option Volatility & Pricing has been completely updat
McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide
About the Author McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide
"Buy the 1st Edition! The 2nd Edition is ruined with basic errors." according to Jon Smith. In terms of content this book was outstanding. It provided great examples for a beginner learning options for the first time. I have taken a few option courses before and his strategies, techniques and terminologies were helpful. They were a little on the beginner side but as a market risk professional I will not that against him as he described the book as the "first book that new professional traders are given to learn the trading strategies and risk management techniques required for success in option markets." Given that . "Strong on theory but weak on reality plus some careless errors" according to Chris G. Pflum. This is the best book that I have read on the theoretical pricing model. It is well-written, the figures and tables reinforce the text, and the math is as simple as possible considering the complexity of the Black, Sholes, Merton model (model). Nevertheless, I have given the book only three stars because it does not confirm or compare its theoretical values with market data. Also, the book contains careless errors that should not exist after two editions. Although my comments concentrate on the book’s faults, I still st. A Must For Anyone Considering Trading Options This book is considered the "bible" on options implied volatility. Natenburg was a pioneer into this study decades ago, and his work is still relevant today. Anyone who is thinking about trading options should add this book to their library. This book covers everything from the Greeks, the Black-Scholes model, binomial options, to hedging with options, and much more I recommend reading this book with pencil and graph paper in hand to work through some of the concepts to make sure you fully grasp what you are reading; the writ