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Basic Option Volatility Strategies: Understanding Popular Pricing Models

Basic Option Volatility Strategies: Understanding Popular Pricing Models

          
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About the Book

In this book/DVD set, renowned options expert Sheldon Natenberg provides a powerful, non-technical, step-by-step approach for understanding why and how volatility plays such a critical role in options trading. He explains the strengths and weaknesses of option models; the vital part probability plays in estimating option prices; and the difference between historical volatility, future volatility and implied volatility. - and the function of each. Develop insight into why the perception of volatility is a more influential factor than actual market direction in option pricing. Become acquainted with the steps needed to analyze and trade options the way the pros do - by mastering key volatility techniques. In addition, Natenberg explains:

- The basis of implied volatility and how it is calculated.
- The importance of dynamic hedging through delta neutral positions.
- The assumptions driving an options pricing model.
- How to compare price to value.
- How option trading decisions begin by comparing implied volatility to future

With the book, DVD, and a complete online support manual, this package is a valuable primer for mastering this all-important element of options trading.


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Product Details
  • ISBN-13: 9781118611524
  • Publisher: Wiley
  • Publisher Imprint: Wiley
  • Depth: 32
  • Height: 152 mm
  • No of Pages: 176
  • Series Title: Wiley Trading
  • Sub Title: Using Volatility to Limit Risk and Increase Returns
  • Width: 229 mm
  • ISBN-10: 1118611527
  • Publisher Date: 08 Apr 2013
  • Binding: Mixed media product
  • Edition: PCK PAP/DV
  • Language: English
  • Returnable: N
  • Spine Width: 30 mm
  • Weight: 390 gr


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