Natenberg on Option Volatility Strategies
John Wiley & Sons Inc
978-1-118-61152-4 (ISBN)
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provides a powerful, non-technical, step-by-step approach for
understanding why and how volatility plays such a critical role in
options trading. He explains the strengths and weaknesses
of option models; the vital part probability plays in
estimating option prices; and the difference between historical
volatility, future volatility and implied volatility. - and the
function of each. Develop insight into why the perception of
volatility is a more influential factor than actual market
direction in option pricing. Become acquainted with the steps
needed to analyze and trade options the way the pros do - by
mastering key volatility techniques. In addition, Natenberg
explains:
· The basis of implied volatility and how it is
calculated.
· The importance of dynamic hedging through delta neutral
positions.
· The assumptions driving an options pricing model.
· How to compare price to value.
· How option trading decisions begin by comparing implied
volatility to future
With the book, DVD, and a complete online support manual, this
package is a valuable primer for mastering this all-important
element of options trading.
Sheldon Natenberg is one of the most sought-after speakers on the topic of option trading and volatility strategies. As a speaker and Director 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 strategies—a reputation he has continued to build ever since.
| Reihe/Serie | Wiley Trading |
|---|---|
| Verlagsort | New York |
| Sprache | englisch |
| Maße | 152 x 229 mm |
| Gewicht | 399 g |
| Themenwelt | Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung |
| ISBN-10 | 1-118-61152-7 / 1118611527 |
| ISBN-13 | 978-1-118-61152-4 / 9781118611524 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
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