Basic Option Volatility Strategies : Understanding Popular Pricing Models

by Natenberg, Sheldon

• ISBN13: 9781592803446
• ISBN10: 159280344X
• Format: Paperback
• Copyright: 2009-04-14
• Publisher: Wiley

Summary

Now you can learn directly from Sheldon Natenberg! In this unique multimedia course, Natenberg will explain the most popular option pricing strategies. Follow along as this trading legend walks you through the calculations and key elements of option volatility in this video, companion book, and self-test combination.

Author Biography

Sheldon Natenberg began his trading career in 1982 as an independent market maker in equity options at the Chicago Board Options Exchange. In 1985, he began trading commodity options as an independent floor trader at the Chicago Board of Trade. He is now Director of Education for Chicago Trading Company and is a highly sought-after lecturer at professional training seminars both here and abroad.

Table of Contents

Publisher's Preface	p. vii
How to Use this Book	p. ix
Meet Sheldon Natenberg	p. xi
The Most Important Tool for Any Options Trader	p. 1
Probability and Its Role in Valuing Options	p. 9
Using Standard Deviation to Assess Levels of Volatility	p. 35
Making Your Pricing Model More Accurate	p. 57
The Four Types of Volatility and How to Evaluate Them	p. 69
Volatility Trading Strategies	p. 83
Theoretical Models vs the Real World	p. 109
Option Fundamentals	p. 115
A Basic Look at Black-Scholes	p. 129
Calendar Spread	p. 133
Greeks of Option Valuation	p. 137
Key Terms	p. 141
Index	p. 149
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