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Basic option volatility strategies : understanding popular pricing models. / / Sheldon Natenberg
| Basic option volatility strategies : understanding popular pricing models. / / Sheldon Natenberg |
| Autore | Natenberg Sheldon |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2007 |
| Descrizione fisica | 1 online resource (170 p.) |
| Disciplina | 332.63228 |
| Collana | Wiley trading series |
| Soggetto topico |
Options (Finance)
Investments |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-20451-8
1-118-53806-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Cover""; ""Contents""; ""Title""; ""Copyright""; ""Publisher�s Preface""; ""How to Use this Book""; ""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?""""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""""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""""Are You Naked�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: Putting Time on Your Side""; ""Appendix D: Greeks of Option Valuation""; ""Appendix E: Key Terms""; ""Index"" |
| Record Nr. | UNINA-9910141375403321 |
Natenberg Sheldon
|
||
| Hoboken, New Jersey : , : Wiley, , 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Basic option volatility strategies : understanding popular pricing models. / / Sheldon Natenberg
| Basic option volatility strategies : understanding popular pricing models. / / Sheldon Natenberg |
| Autore | Natenberg Sheldon |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2007 |
| Descrizione fisica | 1 online resource (170 p.) |
| Disciplina | 332.63228 |
| Collana | Wiley trading series |
| Soggetto topico |
Options (Finance)
Investments |
| ISBN |
1-119-20451-8
1-118-53806-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Cover""; ""Contents""; ""Title""; ""Copyright""; ""Publisher�s Preface""; ""How to Use this Book""; ""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?""""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""""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""""Are You Naked�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: Putting Time on Your Side""; ""Appendix D: Greeks of Option Valuation""; ""Appendix E: Key Terms""; ""Index"" |
| Record Nr. | UNINA-9910677731703321 |
|
Natenberg Sheldon
|
||
| Hoboken, New Jersey : , : Wiley, , 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Option volatility trading strategies / / Sheldon Natenberg
| Option volatility trading strategies / / Sheldon Natenberg |
| Autore | Natenberg Sheldon |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2007 |
| Descrizione fisica | 1 online resource (173 p.) |
| Disciplina | 332.63228 |
| Collana | Wiley trading series |
| Soggetto topico |
Options (Finance)
Options (Finance) - Prices |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-20447-X
1-118-53844-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""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?""
""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"" ""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"" ""Are You Naked�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"" |
| Record Nr. | UNINA-9910141637303321 |
|
Natenberg Sheldon
|
||
| Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Option volatility trading strategies / / Sheldon Natenberg
| Option volatility trading strategies / / Sheldon Natenberg |
| Autore | Natenberg Sheldon |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2007 |
| Descrizione fisica | 1 online resource (173 p.) |
| Disciplina | 332.63228 |
| Collana | Wiley trading series |
| Soggetto topico |
Options (Finance)
Options (Finance) - Prices |
| ISBN |
1-119-20447-X
1-118-53844-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""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?""
""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"" ""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"" ""Are You Naked�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"" |
| Record Nr. | UNINA-9910677675403321 |
|
Natenberg Sheldon
|
||
| Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||