Option Volatility & Pricing Workbook: Practicing Advanced Trading Strategies and Techniques - Sheldon Natenberg

Option Volatility & Pricing Workbook: Practicing Advanced Trading Strategies and Techniques

Buch | Softcover
352 Seiten
2018
McGraw-Hill Education (Verlag)
978-1-260-11693-9 (ISBN)
46,10 inkl. MwSt
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. 

McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide

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

Erscheinungsdatum
Zusatzinfo 200 Illustrations
Verlagsort OH
Sprache englisch
Maße 188 x 234 mm
Gewicht 612 g
Themenwelt Wirtschaft Betriebswirtschaft / Management Allgemeines / Lexika
Wirtschaft Betriebswirtschaft / Management Finanzierung
ISBN-10 1-260-11693-X / 126011693X
ISBN-13 978-1-260-11693-9 / 9781260116939
Zustand Neuware
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