Overview

Raise your options investing game to a new level through smart, focused practice For decades, Sheldon Natenberg’s Option Volatility & Pricing has been helping investors better understand the complexities of the option market with his clear and comprehensive explanation of trading strategies and risk management. Now, you can raise your performance to a higher level by practicing Natenberg’s methods before you enter the market.  Filled with hands-on exercises designed to dramatically increase your knowledge and build your confidence, The Option Volatility and Pricing Workbook provides the necessary tools from which to build a successful options portfolio. Each exercise is preceded by clear description of the principle at hand, and each concludes with in-depth explanations of the correct answers. Hundreds of exercises cover such topics as: •Contract Settlement and Cash Flow•Expiration Profit & Loss•Theoretical Pricing•Volatility•Dynamics of Risk•Synthetic Pricing and Arbitrage•Hedging Strategies•Models and the Real World Success in option markets requires the ability to adapt to constantly changing market conditions.  This ability can only be achieved through a full and intimate understanding of the principles of option evaluation, strategy selection, risk management, and market dynamics.  Whether you’re a professional or novice trader, a market maker or training manager—The Option Volatility and Pricing Workbook is an invaluable tool for achieving success in this famously tough market. 

Full Product Details

Author:   Sheldon Natenberg
Publisher:   McGraw-Hill Education
Imprint:   McGraw-Hill Education
Dimensions:   Width: 18.80cm , Height: 2.50cm , Length: 23.40cm
Weight:   0.612kg
ISBN:  

9781260116939

ISBN 10:   126011693
Pages:   352
Publication Date:   02 January 2018
Audience:   General/trade ,  General
Format:   Paperback
Publisher's Status:   Active
Availability:   Out of stock  
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

Table of Contents

Introduction 1: Contact Settlement and Cash Flow 2: Forward Pricing 3: Contract Specifications and Terminology 4: Expiration Profit and Loss 5: Theoretical Evaluation 6: Volatility 7: Risk Measurement 8: Delta Neutral Positions and Dynamic Hedging 9: The Dynamics of Risk 10: Spreading Strategies 11: Synthetic Equivalents 12: Synthetic Pricing and Arbitrage 13: Early Exercise of American Options 14: The Black-Scholes Model 15: Binomial Pricing 16: Hedging Strategies 17: Models and the Real World 18: Skewness and Kurtosis 19: Stock Indexes 20: Risk Analysis Appendix: Useful Formulas and Relationships Answer Key

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