Option Volatility and Pricing
Advanced Trading Strategies and Techniques, Second Edition
- 592 pages
- 21 hours of reading
WHAT EVERY OPTION TRADER NEEDS TO KNOW. This bestselling guide has established Sheldon Natenberg as a leading authority in the option industry. Frequently recommended to new professional traders, it imparts essential trading strategies and risk management techniques vital for success in option markets. The revised and expanded second edition presents the most comprehensive resource on advanced trading strategies available today. It covers a wide array of topics relevant to both new and experienced traders, including: foundations of option theory, dynamic hedging, volatility and directional trading strategies, risk analysis, position management, stock index futures and options, and volatility contracts. Clear and concise, this edition is an essential addition to any option trader's library, paralleling Natenberg's renowned seminars at major derivatives exchanges and trading firms. Readers will learn how professional option traders navigate the market, employing strategies and risk management techniques necessary for success. The text also enhances understanding of theoretical pricing models and demonstrates how to apply option evaluation principles to develop strategies that align with market conditions and trends. Option trading is both a science and an art, and this guide illustrates how to leverage both for maximum effectiveness.


