Option Volatility Trading Strategies
Gebonden Engels 2007 9781592802920Samenvatting
Sheldon Natenberg is one of the most sought after speakers on the topic of option trading and volatility strategies. This book takes Sheldon s non–technical, carefully crafted presentation style and applies it to a book one that you ll study and carry around for years as your personal consultant.
Learn about the most vital concepts that define options trading, concepts you ll need to analyze and trade with confidence. In this volume, Sheldon explains the difference between historical volatility, future volatility, and implied volatility. He provides real inspiration and wisdom gleaned from years of trading experience.
Th is book captures the energy of the spoken message direct from the source.
Learn about implied volatility and how it is calculated
Gain insight into the assumptions driving an options pricing model
Master the techniques of comparing price to value
Realize the important part that probability plays in estimating
option prices
Specificaties
Lezersrecensies
Inhoudsopgave
<p>Chapter 1 : Th e Most Important Tool for any Options Trader 1</p>
<p>Chapter 2 : Probability and Its Role in Valuing Options 9</p>
<p>Chapter 3 : Using Standard Deviation to Assess Levels of Volatility 35</p>
<p>Chapter 4 : Making Your Pricing Model More Accurate 55</p>
<p>Chapter 5 : Th e Four Types of Volatility and How to Evaluate Them 67</p>
<p>Chapter 6 : Volatility Trading Strategies 81</p>
<p>Chapter 7 : Th eoretical Models vs the Real World 107</p>
<p>Appendix A : Option Fundamentals 115</p>
<p>Appendix B : A Basic Look at Black–Scholes 129</p>
<p>Appendix C : Calendar Spread 133</p>
<p>Appendix D : Greeks of Option Valuation 137</p>
<p>Appendix E : Key Terms 141</p>
<p>Index 149</p>
<p>Trading Resource Guide 157</p>
Anderen die dit kochten, kochten ook
Rubrieken
- advisering
- algemeen management
- coaching en trainen
- communicatie en media
- economie
- financieel management
- inkoop en logistiek
- internet en social media
- it-management / ict
- juridisch
- leiderschap
- marketing
- mens en maatschappij
- non-profit
- ondernemen
- organisatiekunde
- personal finance
- personeelsmanagement
- persoonlijke effectiviteit
- projectmanagement
- psychologie
- reclame en verkoop
- strategisch management
- verandermanagement
- werk en loopbaan