advanced trading strategies and techniques Natenberg, Sheldon creator text nyu 2015 Second edition monographic eng

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xiv, 570 pages : illustrations ; 24 cm. One 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. Financial 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. Sheldon Natenberg. Includes index. Finanzas Opciones (Finanzas) HG 6042 N273o 2015 332.63/28 9780071818773 (alk. paper) 0071818774 2014026216 DLC 140724 20240801102047.0 18240316 eng