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Basic option volatility strategies

Basic option volatility strategies
understanding popular pricing models

  • ISBN: 9781118611524
  • Editorial: John Wiley & Sons, Inc.
  • Lugar de la edición: New York. Estados Unidos de Norteamérica
  • Encuadernación: Rústica
  • Medidas: 22 cm
  • Nº Pág.: 155
  • Idiomas: Inglés

Papel: Rústica
89,13 €
Sin Stock. Envío en 3/4 semanas.

Resumen

In this book/DVD set, renowned options expert Sheldon Natenberg provides a powerful, non-technical, step-by-step approach for understanding why and how volatility plays such a critical role in options trading. He explains the strengths and weaknesses of option models; the vital part probability plays in estimating option prices; and the difference between historical volatility, future volatility and implied volatility. - and the function of each. Develop insight into why the perception of volatility is a more influential factor than actual market direction in option pricing. Become acquainted with the steps needed to analyze and trade options the way the pros do - by mastering key volatility techniques. In addition, Natenberg explains: - The basis of implied volatility and how it is calculated.- The importance of dynamic hedging through delta neutral positions.- The assumptions driving an options pricing model.- How to compare price to value.- How option trading decisions begin by comparing implied volatility to futureWith the book, DVD, and a complete online support manual, this package is a valuable primer for mastering this all-important element of options trading.

Accompanying DVD: Mastering option trading volatility strategies.

Resumen

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