Option Volatility and Pricing: Advanced Trading Strategies and Techniques

Option Volatility and Pricing: Advanced Trading Strategies and Techniques


By (author) Sheldon Natenberg

List price $62.36

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Additional formats available

Hardback $75.67
  • Publisher: Irwin Professional Publishing
  • Format: Hardback | 470 pages
  • Dimensions: 163mm x 229mm x 30mm | 816g
  • Publication date: 1 August 1994
  • Publication City/Country: New York
  • ISBN 10: 155738486X
  • ISBN 13: 9781557384867
  • Edition: 2, Revised
  • Edition statement: 2nd Revised edition
  • Sales rank: 66,522

Product description

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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