Natenberg Option Volatility Trading Strategies

1. Auflage 2012
ISBN: 978-1-118-53844-9
Verlag: John Wiley & Sons
Format: EPUB
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 176 Seiten, E-Book

Reihe: Wiley Trading Series

Sheldon Natenberg is one of the most sought after speakers onthe topic of option trading and volatility strategies. This booktakes Sheldon's non-technical, carefully crafted presentationstyle and applies it to a book--one that you'll studyand 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. Inthis volume, Sheldon explains the difference between historicalvolatility, future volatility, and implied volatility. He providesreal inspiration and wisdom gleaned from years of tradingexperience.
Th is book captures the energy of the spoken message direct fromthe source.
* Learn about implied volatility and how it is calculated
* Gain insight into the assumptions driving an options pricingmodel
* Master the techniques of comparing price to value
* Realize the important part that probability plays inestimating
option prices

Autoren/Hrsg.

Natenberg, Sheldon

Inhaltsverzeichnis

Meet Sheldon Natenberg vii
Chapter 1 : Th e Most Important Tool for any Options Trader 1
Chapter 2 : Probability and Its Role in Valuing Options 9
Chapter 3 : Using Standard Deviation to Assess Levels of Volatility 35
Chapter 4 : Making Your Pricing Model More Accurate 55
Chapter 5 : Th e Four Types of Volatility and How to Evaluate Them 67
Chapter 6 : Volatility Trading Strategies 81
Chapter 7 : Th eoretical Models vs the Real World 107
Appendix A : Option Fundamentals 115
Appendix B : A Basic Look at Black-Scholes 129
Appendix C : Calendar Spread 133
Appendix D : Greeks of Option Valuation 137
Appendix E : Key Terms 141
Index 149
Trading Resource Guide 157

Über Autor(innen)

Sheldon Natenberg is one of the most sought-afterspeakers on the topic of option trading and volatility strategies.As a speaker and Co-Director of Education for Chicago TradingCompany, Natenberg has helped many of the world's top institutionalinvestors, mutual fund managers, and brokerage analysts betterunderstand volatility and utilize it in valuing and pricing optionsof all types. He is the author of Option Volatility and Pricing:Advanced Trading Strategies and Techniques, widely consideredto be the finest book ever written on the subject. First publishedin 1988, and revised in 1994, the book established Sheldon as oneof the world's most acclaimed authorities on volatility and itsimpact on pricing and tracing strategies--a reputation he hascontinued to build ever since.