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Option volatility & pricing advanced trading strategies and techniques Sheldon Natenberg.

By: Natenberg, Sheldon.
Chicago, Ill. Probus ©1994Edition: 2a. edición corregido y aumentado.Description: xiv, 469 páginas ilustrado 24 cm.ISBN: 155738486X.Subject(s): Options (finance) | Opciones (finanzas)DDC classification: 332.63228
Contents:
1. The Language of Options -- 2. Elementary Strategies -- 3. Introduction to Theoretical Pricing Models -- 4. Volatility -- 5. Using an Option's Theoretical Value -- 6. Option Values and Changing Market Conditions -- 7. Introduction to Spreading -- 8. Volatility Spreads -- 9. Risk Considerations -- 10. Bull and Bear Spreads -- 11. Option Arbitrage -- 12. Early Exercise of American Options -- 13. Hedging with Options -- 14. Volatility Revisited -- 15. Stock Index Futures and Options -- 16. Intermarket Spreading -- 17. Position Analysis -- 18. Models and the Real World -- Appendix A A Glossary of Option and Related Terminology -- Appendix B The Mathematics of Option Pricing -- Appendix C Characteristics of Volatility Spreads -- Appendix D What's the Right Strategy? -- Appendix E Synthetic and Arbitrage Relationships.
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Item type Current location Collection Call number Copy number Status Date due Barcode Item holds
Libros Libros Biblioteca Central
General 332.63228 / N273o (Browse shelf) Ej.1 Available 8000022243
Total holds: 0

Incluye referencias bibliográficas(p. 459-469)e índice.

1. The Language of Options -- 2. Elementary Strategies -- 3. Introduction to Theoretical Pricing Models -- 4. Volatility -- 5. Using an Option's Theoretical Value -- 6. Option Values and Changing Market Conditions -- 7. Introduction to Spreading -- 8. Volatility Spreads -- 9. Risk Considerations -- 10. Bull and Bear Spreads -- 11. Option Arbitrage -- 12. Early Exercise of American Options -- 13. Hedging with Options -- 14. Volatility Revisited -- 15. Stock Index Futures and Options -- 16. Intermarket Spreading -- 17. Position Analysis -- 18. Models and the Real World -- Appendix A A Glossary of Option and Related Terminology -- Appendix B The Mathematics of Option Pricing -- Appendix C Characteristics of Volatility Spreads -- Appendix D What's the Right Strategy? -- Appendix E Synthetic and Arbitrage Relationships.

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