Option Volatility and Pricing

The definitive guide to option trading used by professional traders at firms around the world — often the first book new traders are given. This revised and expanded 2nd edition covers the full spectrum of option markets, including the foundations of option theory, dynamic hedging, volatility and directional trading strategies, risk analysis, position management, stock index futures and options, and volatility contracts. Written by a thirty-year trading professional, it is both a science and an art — and this book shows how to apply both to maximum effect.

Option Volatility and Pricing: Advanced Trading Strategies and Techniques, 2…

“Option Volatility and Pricing: Advanced Trading Strategies and Techniques, 2nd Edition” is a textbook written by Sheldon Natenberg, focusing on advanced trading strategies in the field of business and economics. It delves into topics related to public finance, investments, and securities, specifically focusing on options and stocks. Published by McGraw-Hill Education in 2014, this hardcover book contains 592 pages and is designed for advanced-level students and professionals looking to enhance their knowledge in the realm of option volatility and pricing. With a comprehensive approach and detailed analysis, this textbook is a valuable resource for those seeking to deepen their understanding of complex trading techniques.