LEADER 04497nam 2200589 450 001 9910677675403321 005 20230721044743.0 010 $a1-119-20447-X 010 $a1-118-53844-7 035 $a(CKB)2670000000341015 035 $a(EBL)1120749 035 $a(SSID)ssj0001147802 035 $a(PQKBManifestationID)12508262 035 $a(PQKBTitleCode)TC0001147802 035 $a(PQKBWorkID)11143582 035 $a(PQKB)11157244 035 $a(MiAaPQ)EBC1120749 035 $a(OCoLC)830169750 035 $a(EXLCZ)992670000000341015 100 $a20160408h20072007 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aOption volatility trading strategies /$fSheldon Natenberg 210 1$aHoboken, New Jersey :$cJohn Wiley & Sons, Inc.,$d2007. 210 4$dİ2007 215 $a1 online resource (173 p.) 225 1 $aWiley trading series 300 $aDescription based upon print version of record. 311 $a1-59280-292-3 320 $aIncludes bibliographical references and index. 327 $a""Cover""; ""Contents""; ""Title""; ""Copyright""; ""Meet Sheldon Natenberg""; ""Chapter 1: The Most Important Tool for any Options Trader""; ""Your Goal Is Not to Cut off Your Hand""; ""Black-Scholes: The Grandfather of Pricing Models""; ""The Fundamental Elements of Any Pricing Model""; ""Chapter 2: Probability and Its Role in Valuing Options""; ""Overcoming the Subjective Nature of the Process""; ""The Problem with Probabilities""; ""You Can Agree to Disagree""; ""Expanding the Realm of Probabilities""; ""What Constitutes a Normal Distribution?"" 327 $a""How Distribution Assumptions Affect Option Pricing""""The Symmetrical Nature of Distribution Curves""; ""Chapter 3: Using Standard Deviation to Assess Levels of Volatility""; ""Standard Deviation""; ""Volatility Numbers Are Fluid""; ""Adjusting Volatility for Differing Time Periods""; ""Examples of a Standard Deviation Conversion""; ""Verifying Volatility""; ""Chapter 4: Making Your Pricing Model More Accurate""; ""Some Essential Adjustments to Your Volatility Input""; ""Key Differences in a Lognormal Distribution""; ""When the Market Disagrees With the Models"" 327 $a""Chapter 5: The Four Types of Volatility and How to Evaluate Them""""The First Interpretation: Future Volatility""; ""The Second Interpretation: Historical Volatility""; ""The Third Interpretation: Forecast Volatility""; ""The Fourth Interpretation: Implied Volatility""; ""Checking the Inputs: How to Correct Your Valuation""; ""Simplifying the Volatility Assessment""; ""Chapter 6: Volatility Trading Strategies""; ""The Fundamentals of Volatility Trading""; ""Further Adjustments Required""; ""A Black-Scholes Anecdote""; ""The Risks of Volatility Trading"" 327 $a""Are You Nakeda???Or Are You Covered?""""A Visual Picture of Volatility""; ""Using Volatility to Improve Your Predictions""; ""A Quick Look at Volatility Cones""; ""The Two Primary Models for Predicting Volatility""; ""Margin Requirements and Commissions""; ""Chapter 7: Theoretical Models vs the Real World""; ""Summary""; ""Appendix A: Option Fundamentals""; ""Appendix B: A Basic Look at Black-Scholes""; ""Appendix C: Calendar Spread""; ""Appendix D: Greeks of Option Valuation""; ""Appendix E: Key Terms""; ""Index""; ""Trading Resource Guide""; ""Recommended Reading"" 330 $a Sheldon Natenberg is one of the most sought after speakers on the topic of option trading and volatility strategies. This book takes Sheldon's non-technical, carefully crafted presentation style and applies it to a book-one that you'll study and carry around for years as your personal consultant. Learn about the most vital concepts that define options trading, concepts you'll need to analyze and trade with confidence. In this volume, Sheldon explains the difference between historical volatility, future volatility, and implied volatility. He provides real inspiration and wisdom gleaned from 410 0$aWiley trading series. 606 $aOptions (Finance) 606 $aOptions (Finance)$xPrices 615 0$aOptions (Finance) 615 0$aOptions (Finance)$xPrices. 676 $a332.63228 700 $aNatenberg$b Sheldon$0627809 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910677675403321 996 $aOption volatility trading strategies$93060839 997 $aUNINA