Option volatility & pricing: advanced trading strategies and techniques
Title Statements
- Full title :Option volatility & pricing : advanced trading strategies and techniques / Sheldon Natenberg.
Edition Statements
- Publication Date:©1994.
- Edition:[2nd ed., rev. and exp.]
Publication Statements
- Publisher(s):Irwin Professional Pub
- Place of Publication:Burr Ridge, Ill
- Language:eng
- Publication Date:©1994.
The Physical Object
- Description:xiv, 469 pages : : illustrations ; : 24 cm
Edition Identifiers
- ISBN:155738486X, 9781557384867
- oclc:ocm34628122
- LC Classification:HG6042
- Dewey Decimal:332.6
Table of Contents
1. The Language of Options -- 2. Elementary Strategies -- 3. Introduction to Theoretical Pricing Models -- 4. Volatility -- 5. Using an Option's Theoretical Value -- 6. Option Values and Changing Market Conditions -- 7. Introduction to Spreading -- 8. Volatility Spreads -- 9. Risk Considerations -- 10. Bull and Bear Spreads -- 11. Option Arbitrage -- 12. Early Exercise of American Options -- 13. Hedging with Options -- 14. Volatility Revisited -- 15. Stock Index Futures and Options -- 16. Intermarket Spreading -- 17. Position Analysis -- 18. Models and the Real World -- Appendix A A Glossary of Option and Related Terminology -- Appendix B The Mathematics of Option Pricing -- Appendix C Characteristics of Volatility Spreads -- Appendix D What's the Right Strategy? -- Appendix E Synthetic and Arbitrage Relationships.
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