DESCRIPTION
Option Volatility and Pricing by Sheldon Natenberg
Option Volatility and Pricing: Advanced Trading Strategies and Techniques, 2nd Edition by Sheldon Natenberg is a comprehensive guide to options trading, pricing, volatility, and risk management. The revised second edition expands on the concepts and practical techniques used by traders to analyze option markets and develop trading strategies.
The book covers option valuation, volatility analysis, trading strategies, risk management, pricing models, stock index futures and options, intermarket spreading options, and volatility skews. It is written for both new and experienced traders seeking a deeper understanding of how options behave under different market conditions.
Key Themes
- Options trading
- Option pricing
- Implied and historical volatility
- Volatility analysis
- Options strategies
- Risk management
- Pricing models
- Stock index futures and options
- Volatility skews
- Intermarket spreading options
- Market analysis
- Derivatives and financial markets
Why Read This Book?
Option Volatility and Pricing is suited to readers interested in options trading, derivatives, financial markets, volatility, quantitative finance, and professional trading strategies. The second edition provides an updated and expanded treatment of option markets and combines theoretical concepts with practical trading considerations.
About the Author
Sheldon Natenberg is an author, lecturer, and experienced options professional. He began his trading career as an independent market maker in equity options at the Chicago Board Options Exchange and later traded commodity options at the Chicago Board of Trade. He has also been involved in trader education at Chicago Trading Company.
Product Details
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Language: English
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Format: Paperback / edition-dependent
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Genre: Finance / Investments / Options Trading
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Author: Sheldon Natenberg
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Edition: 2nd Edition
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Publisher: McGraw-Hill Education
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Publication Date: November 2014
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ISBN-13: 9780071818773
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Pages: 592
