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

by Sheldon Natenberg

This guide examines option theory and its application in financial markets, covering pricing models, risk management, and volatility analysis. It details trading strategies for various products, including stock index futures, volatility skews, and intermarket spreading.

Accession 10478 ISBN 9781557384867 Publisher McGraw-Hill
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Computer Science Culture Economics Finance Money Social Sciences Uncertainty
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Option volatility & pricing : advanced trading strategies and techniques / Sheldon Natenberg
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brief_description
Filled with hands-on exercises designed to dramatically increase your knowledge and build your confidence, The Option Volatility and Pricing Workbook provides the necessary tools from which to build a successful options portfolio. Each exercise is preceded by clear description of the principle at hand, and each concludes with in-depth explanations of the correct answers. Hundreds of exercises cover such topics as: •Contract Settlement and Cash Flow •Expiration Profit & Loss •Theoretical Pricing •Volatility •Dynamics of Risk •Synthetic Pricing and Arbitrage •Hedging Strategies •Models and the Real World. - Publisher'sblurb.

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Sheldon Natenberg
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Social sciences, Civilisation, Economics, Investments, Finance, Money market, Day trading (Securities), Electronic trading of securities, Securities -- Data processing, Stocks, Securities, Speculation, Risk, Options (Finance), Hedging (Finance), Arbitrage
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