Option volatility and pricing : advanced trading strategies and techniques / Sheldon Natenberg.

By:

Natenberg, Sheldon

Material type: Text

TextLanguage: eng Publisher: New York : McGraw-Hill Education, 2015Edition: Second editionDescription: xiv, 570 pages : illustrations ; 24 cmContent type:

text

Media type:

unmediated

Carrier type:

volume

ISBN:

9780071818773 (alk. paper)
0071818774

Subject(s):

DDC classification:

332.63/28

LOC classification:

HG 6042 N273o 2015

Contents:

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.

Summary: 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.

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Holdings
Item type	Current library	Home library	Collection	Shelving location	Call number	Copy number	Status	Date due	Barcode
Libro	Biblioteca Juan Bosch	Biblioteca Juan Bosch	Ciencias Sociales	Ciencias Sociales (3er. Piso)	HG 6042 N273o 2015 (Browse shelf(Opens below))	1	Available		00000183131

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.

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.

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