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

Specificaties
Paperback, blz. | Engels
McGraw-Hill Education | e druk, 2018
ISBN13: 9781260116939
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McGraw-Hill Education e druk, 2018 9781260116939
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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. 

Specificaties

ISBN13:9781260116939
Taal:Engels
Bindwijze:paperback

Inhoudsopgave

<p>Introduction</P><p>1: Contact Settlement and Cash Flow</P><p>2: Forward Pricing</P><p>3: Contract Specifications and Terminology</P><p>4: Expiration Profit and Loss</P><p>5: Theoretical Evaluation</P><p>6: Volatility</P><p>7: Risk Measurement</P><p>8: Delta Neutral Positions and Dynamic Hedging</P><p>9: The Dynamics of Risk</P><p>10: Spreading Strategies</P><p>11: Synthetic Equivalents</P><p>12: Synthetic Pricing and Arbitrage</P><p>13: Early Exercise of American Options</P><p>14: The Black-Scholes Model</P><p>15: Binomial Pricing</P><p>16: Hedging Strategies</P><p>17: Models and the Real World</P><p>18: Skewness and Kurtosis</P><p>19: Stock Indexes</P><p>20: Risk Analysis</P><p>Appendix: Useful Formulas and Relationships</P><p>Answer Key</P>

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