If you’re ready to take your trading to the next level, then this book is for you! It’s chock-full of proven trading strategies and advice from expert traders and market analysts from around the world. Take some time to read through the following review. So you can see exactly what this book can do for you!
Overview About “Option Volatility & Pricing (1st Edition)” by “Sheldon Natenberg”
The pricing of options contracts is based on several variables, including implied volatility. Which forms a part of Black-Scholes-Merton’s famous equation. Most books written on options trading are either too introductory. OR focus on advanced strategies such as contingent orders or combinations. What’s lacking is a book that thoroughly covers all aspects of option pricing. Option Volatility & Pricing fills that void. It has two major features–an extensive treatment of standard valuation and an extensive treatment of advanced valuation concepts. All five chapters at least touch upon standard pricing models (Black-Scholes-Merton; Binomial; Merton) while Chapters 6 through 9 deal with modern methods for valuing options using stochastic processes like geometric Brownian motion, Lévy flight processes, jump-diffusion processes, and so forth. However, we think they’ll become more popular in the coming years due to their superior performance in many practical applications.
Reviews About “Option Volatility & Pricing (1st Edition)” by “Sheldon Natenberg”
The book begins with an introduction to volatility, and how to calculate it. There are a couple of examples for clarification, and then you dive into Greeks such as delta, gamma, vega, rho, as well as others. Each concept is broken down so that any level can understand them easily. It is presented in a very easy-to-read format that does not leave you scratching your head looking for meaning. A glossary of terms is provided at the end if you get stuck or want to refer back to something you may have missed. If your mind gets foggy from all of these Greek letters – don’t worry!
About “Sheldon Natenberg ” the Author of “Option Volatility & Pricing (1st Edition)”
Dr. Sheldon Natenberg is a research associate at New York University’s Stern School of Business and a lecturer at its Courant Institute of Mathematical Sciences. He has written over 500 articles on option pricing, volatility trading, convertible securities, emerging markets, international finance, derivatives trading strategies, and risk management.
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