TY - BOOK AU - Natenberg,Sheldon TI - Option volatility and pricing: advanced trading strategies and techniques SN - 9780071818773 (alk. paper) AV - HG 6042 N273o 2015 U1 - 332.63/28 PY - 2015/// CY - New York PB - McGraw-Hill Education KW - Finanzas KW - Opciones (Finanzas) N1 - Includes index; Financial contracts Forward pricing Contract specifications and option terminology Expiration profit and loss Theoretical pricing models Volatility Risk measurement Dynamic hedging Risk measurement II Introduction to spreading Volatility spreads Bull and bear spreads Risk considerations Synthetics Option arbitrage Early exercise of American options Hedging with options The Black-Scholes model Binomial option pricing Volatility revisited Position analysis Stock index futures and options Models and the real world Volatility skews Volatility contracts Afterword: a final thought Glossary of option terminology Some useful math N2 - 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 ER -