Option Volatility Trading Strategies

Inbunden, Engelska, 2007

447 kr

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Beskrivning

Sheldon Natenberg is one of the most sought after speakers on the topic of option trading and volatility strategies. This book takes Sheldon’s non-technical, carefully crafted presentation style and applies it to a book—one that you’ll study and carry around for years as your personal consultant.Learn about the most vital concepts that define options trading, concepts you’ll need to analyze and trade with confidence. In this volume, Sheldon explains the difference between historical volatility, future volatility, and implied volatility. He provides real inspiration and wisdom gleaned from years of trading experience.Th is book captures the energy of the spoken message direct from the source. Learn about implied volatility and how it is calculatedGain insight into the assumptions driving an options pricing modelMaster the techniques of comparing price to valueRealize the important part that probability plays in estimatingoption prices

Produktinformation

Utgivningsdatum:2007-05-01
Mått:160 x 236 x 17 mm
Vikt:349 g
Format:Inbunden
Språk:Engelska
Serie:Wiley Trading
Antal sidor:176
Förlag:John Wiley & Sons Inc
ISBN:9781592802920

Utforska kategorier

Redovisning och finansiering inom Ekonomi och Ledarskap

Mer om författaren

SHELDON NATENBERG is one of the most sought-after speakers on the topic of option trading and volatility strategies. As a speaker and Co-Director of Education for Chicago Trading Company, Natenberg has helped many of the world's top institutional investors, mutual fund managers, and brokerage analysts better understand volatility and utilize it in valuing and pricing options of all types. He is the author of Option Volatility and Pricing: Advanced Trading Strategies and Techniques, widely considered to be the finest book ever written on the subject. First published in 1988, and revised in 1994, the book established Sheldon as one of the world's most acclaimed authorities on volatility and its impact on pricing and tracing strategiesa reputation he has continued to build ever since.

Innehållsförteckning

Meet Sheldon Natenberg viiChapter 1: The Most Important Tool for any Options Trader 1Chapter 2: Probability and Its Role in Valuing Options 9Chapter 3: Using Standard Deviation to Assess Levels of Volatility 35Chapter 4: Making Your Pricing Model More Accurate 55Chapter 5: The Four Types of Volatility and How to Evaluate Them 67Chapter 6: Volatility Trading Strategies 81Chapter 7: Theoretical Models vs the Real World 107Appendix A: Option Fundamentals 115Appendix B: A Basic Look at Black-Scholes 129Appendix C: Calendar Spread 133Appendix D: Greeks of Option Valuation 137Appendix E: Key Terms 141Index 149