000			01657mam a2200253 a 4500
003			CO-NeUS
005			20180209102715.0
008			940822s1994 ilua b 001 0 eng d
020			_a155738486X
040			_aIAC _cIAC _dCO-NeUS _bEspañol
041			_aeng
082			_221 _a332.63228 _bN273o
100	1		_aNatenberg, Sheldon. _970036
245	1	0	_aOption volatility & pricing _badvanced trading strategies and techniques _cSheldon Natenberg.
250			_a2a. edición _bcorregido y aumentado
264			_aChicago, Ill. _bProbus _c©1994.
300			_axiv, 469 páginas _bilustrado _c24 cm.
504			_aIncluye referencias bibliográficas(p. 459-469)e índice.
505	0		_a1. 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.
650		0	_aOptions (finance) _9118210
650		0	_aOpciones (finanzas) _9118165
740	0		_aOption volatility and pricing.
942			_cCG
999			_c35676 _d35676