Option Volatility and Pricing (Natenberg)

The definitive guide to option trading strategies, volatility, and pricing models.

Option Volatility & Pricing

The bestselling Option Volatility & Pricing has made Sheldon Natenberg a widely recognized authority in the option industry. At firms around the world, the text is often the first book that new professional traders are given to learn the trading strategies and risk management techniques required for success in option markets.

Now, in this revised, updated, and expanded second edition, this thirty-year trading professional presents a guide to advanced trading strategies and techniques. Covering a wide range of topics, this text enables both new and experienced traders to study the many aspects 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 Volatility contracts