Option Volatility & Pricing: Advanced Trading Strategies and Techniques
Author | : Sheldon Natenberg |
Publisher | : McGraw Hill Professional |
Total Pages | : 485 |
Release | : 1994-08 |
ISBN-10 | : 9781557384867 |
ISBN-13 | : 155738486X |
Rating | : 4/5 (86X Downloads) |
Download or read book Option Volatility & Pricing: Advanced Trading Strategies and Techniques written by Sheldon Natenberg and published by McGraw Hill Professional. This book was released on 1994-08 with total page 485 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides a thorough discussion of volatility, the most important aspect of options trading. Shows how to identify mispriced options and to construct volatility and "delta neutral" spreads.