02532cam a2200337 i 450000100090000000300080000900500170001700700030003400800410003701000170007802000310009502000150012604000230014104100090016404200080017305000240018108200140020510000230021924501020024225000200034426400460036430000460041033600260045633700280048233800270051050000200053750506350055752009650119265000130215765000240217018240316BJBSDDR20240801102047.0ta140724s2015    nyua          001 0 eng    a  2014026216  a9780071818773 (alk. paper)  a0071818774  aDLCbengerdacDLC  aeng   apcc14aHG 6042bN273o 201500a332.63/281 aNatenberg, Sheldon10aOption volatility and pricing :badvanced trading strategies and techniques /cSheldon Natenberg.  aSecond edition  1aNew York :bMcGraw-Hill Education,c2015.  axiv, 570 pages :billustrations ;c24 cm.  atextbtxt2rdacontent  aunmediatedbn2rdamedia  avolumebnc2rdacarrier  aIncludes index.0 aFinancial contracts
Forward pricing
Contract specifications and option terminology
Expiration profit and loss
Theoretical pricing models
Volatility
Risk measurement
Dynamic hedging
Risk measurement II
Introduction to spreading
Volatility spreads
Bull and bear spreads
Risk considerations
Synthetics
Option arbitrage
Early exercise of American options
Hedging with options
The Black-Scholes model
Binomial option pricing
Volatility revisited
Position analysis
Stock index futures and options
Models and the real world
Volatility skews
Volatility contracts
Afterword: a final thought
Glossary of option terminology
Some useful math.  aOne of the most widely read books among active option traders around the world, Option Volatility & Pricing has been completely updated to reflect the most current developments and trends in option products and trading strategies. Featuring: Pricing models Volatility considerations Basic and advanced trading strategies Risk management techniques And more! Written in a clear, easy-to-understand fashion, Option Volatility & Pricing points out the key concepts essential to successful trading. Drawing on his experience as a professional trader, author Sheldon Natenberg examines both the theory and reality of option trading. He presents the foundations of option theory explaining how this theory can be used to identify and exploit trading opportunities. Option Volatility & Pricing teaches you to use a wide variety of trading strategies and shows you how to select the strategy that best fits your view of market conditions and individual risk tolerance. 4aFinanzas 4aOpciones (Finanzas)