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Option Volatility and Pricing: Advanced Trading Strategies and Techniques, 2nd
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Option Volatility and Pricing: Advanced Trading Strategies and Techniques, 2nd Edition Hardcover - 2014 - 2nd Edition

by Sheldon Natenberg


From the rear cover

THE CLASSIC BESTSELLING GUIDE--NOW REVISED AND UPDATED

For two decades, Sheldon Natenberg's Option Volatility & Pricing has been one of the most widely read texts among serious option traders around the world.

Now updated for today's market, the second edition takes an indepth look at the latest developments and trends in option products and trading strategies. Topics include:

* Theoretical Pricing Models * Understanding Volatility * Trading and Hedging Strategies * Risk Management * Option Arbitrage * Option Theory and the Real World * Volatility Contracts

The book presents strategies and techniques used by successful option traders at major exchanges and professional trading firms around the globe. Expanded and completely revised to address today's markets, it's the most comprehensive book on the subject, written by someone in the unique position of being both a professional trader and educator.

Includes a glossary of option terminology and math essentials

Details

  • Title Option Volatility and Pricing: Advanced Trading Strategies and Techniques, 2nd Edition
  • Author Sheldon Natenberg
  • Binding Hardcover
  • Edition number 2nd
  • Edition 2
  • Pages 592
  • Volumes 1
  • Language ENG
  • Publisher McGraw-Hill Companies
  • Date 2014-11
  • Illustrated Yes
  • Features Glossary, Illustrated, Index
  • ISBN 9780071818773 / 0071818774
  • Weight 1.85 lbs (0.84 kg)
  • Dimensions 8.9 x 6 x 2 in (22.61 x 15.24 x 5.08 cm)
  • Themes
    • Aspects (Academic): Economic
  • Library of Congress subjects Options (Finance)
  • Library of Congress Catalog Number 2014026216
  • Dewey Decimal Code 332.632

About the author

SHELDON NATENBERG is a well-known author and lecturer on options. He began his trading career in 1982 as an independent market maker in equity options at the Chicago Board Options Exchange. From 1985 to 2000 he traded commodity options, also as an independent floor trader, at the Chicago Board of Trade. Since 2000 he has been a member of the education team at Chicago Trading Company, a proprietary derivatives trading firm.

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Option Volatility and Pricing: Advanced Trading Strategies and Techniques

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WHAT EVERY OPTION TRADER NEEDS TO KNOW. THE ONE BOOK EVERY TRADER SHOULD OWN.
The bestselling Option Volatility & Pricing has made Sheldon Natenberg a widely recognized authority in the option industry. At firms around the world, the text is often the first book that new professional traders are given to learn the trading strategies and risk management techniques required for success in option markets.
Now, in this revised, updated, and expanded second edition, this thirty-year trading professional presents the most comprehensive guide to advanced trading strategies and techniques now in print. Covering a wide range of topics as diverse and exciting as the market itself, this text enables both new and experienced traders to delve in detail into the many aspects of option markets, including:

The foundations of option theory
Dynamic hedging
Volatility and directional trading strategies
Risk analysis
Position management
Stock index futures and options
Volatility contracts
Clear, concise, and… Read More
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