Option volatility and pricing PDF- 2nd edition (has made Sheldon Natenberg a widely recognized authority in the option industry. At firms around the world, the text is often the first book that new professional traders are given to learn the trading strategies and risk management techniques required for success in option markets.

Category: Options

Author: Sheldon Natenberg

Language: English

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Introduction- Option volatility and pricing PDF

WHAT EVERY OPTION TRADER NEEDS TO KNOW. THE ONE BOOK EVERY TRADER SHOULD OWN.

The bestselling Option Volatility & Pricing has made Sheldon Natenberg a widely recognized authority in the option industry. At firms around the world, the text is often the first book that new professional traders are given to learn the trading strategies and risk management techniques required for success in option markets.

Now, in this revised, updated, and expanded second edition, this thirty-year trading professional presents the most comprehensive guide to advanced trading strategies and techniques now in print. Covering a wide range of topics as diverse and exciting as the market itself, this text enables both new and experienced traders to delve in detail into the many aspects of option markets, including:

  • The foundations of option theory
  • Dynamic hedging
  • Volatility and directional trading strategies
  • Risk analysis
  • Position management
  • Stock index futures and options
  • Volatility contracts

Clear, concise, and comprehensive, the second edition of Option Volatility & Pricing is sure to be an important addition to every option trader’s library–as invaluable as Natenberg’s acclaimed seminars at the world’s largest derivatives exchanges and trading firms.

You’ll learn how professional option traders approach the market, including the trading strategies and risk management techniques necessary for success. You’ll gain a fuller understanding of how theoretical pricing models work. And, best of all, you’ll learn how to apply the principles of option evaluation to create strategies that, given a trader’s assessment of market conditions and trends, have the greatest chance of success.

Option trading is both a science and an art. This book shows how to apply both to maximum effect.

Table of Contents- Option volatility and pricing PDF (2nd edition)

Preface xiii
1 Financial Contracts 1
2 Forward Pricing 12
3 Contract Specifications and Option Terminology 26
4 Expiration Profit and Loss 37
5 Theoretical Pricing Models 52
6 Volatility 69
7 Risk Measurement I 97
8 Dynamic Hedging 119
9 Risk Measurement II 135
10 Introduction to Spreading 158
11 Volatility Spreads 169
12 Bull and Bear Spreads 210
13 Risk Considerations 228
14 Synthetics 254
15 Option Arbitrage 265
16 Early Exercise of American Options 293
17 Hedging with Options 322
18 The Black-Scholes Model 339
19 Binomial Option Pricing 359
20 Volatility Revisited 381
21 Position Analysis 411
22 Stock Index Futures and Options 442
23 Models and the Real World 464
24 Volatility Skews 485
25 Volatility Contracts 512
Volatility 557
Index 559

About the author

Sheldon Natenberg is a well-known author and lecturer on options. He began his trading career in 1982 as an independent market maker in equity options at the Chicago Board Options Exchange. From 1985 to 2000 he traded commodity options, also as an independent floor trader, at the Chicago Board of Trade. Since 2000 he has been a member of the education team at Chicago Trading Company, a proprietary derivatives trading firm.

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