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

Autor Sheldon Natenberg
en Limba Engleză Paperback – 2 ian 2018
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. 

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Specificații

ISBN-13: 9781260116939
ISBN-10: 126011693X
Pagini: 352
Dimensiuni: 188 x 234 x 25 mm
Greutate: 0.61 kg
Editura: McGraw Hill Education
Colecția McGraw-Hill
Locul publicării:United States

Cuprins

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