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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 | ||
| ||
Big money, less risk : trade options / / Mark Larson
| Big money, less risk : trade options / / Mark Larson |
| Autore | Larson Mark |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2008 |
| Descrizione fisica | 1 online resource (290 p.) |
| Disciplina |
332.63/2283
332.632283 |
| Collana | Wiley trading series |
| Soggetto topico |
Stock options
Options (Finance) Investment analysis |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-20461-5
1-118-53883-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Cover""; ""Contents""; ""Title""; ""Copyright""; ""Foreword""; ""Preface""; ""Acknowledgement""; ""Introduction""; ""Chapter One: Pointing the Way with Technical Indicators""; ""Support and Resistance Levels""; ""Moving Averages""; ""Multiple Moving Averages""; ""The “Do It� Indicator""; ""Fibonacci Retracements""; ""Average True Range Indicator (ATR)""; ""Inertia Indicator""; ""Adding It All Up""; ""Volatility Indexes""; ""Chapter Two: An Introduction to Options""; ""Option Basics""; ""In-the-Money Call Options""; ""At-the-Money Call Options""; ""Out-of-the-money Call Options""
""In-the-money Put Options""""At-the-money Put Options""; ""Out-of-the-money Put Options""; ""Put Option Potential- A Sneak Peek""; ""Chapter Three: It�s All Greek To You: Understanding Delta, Gamma, and Theta""; ""Delta""; ""Theta""; ""Gamma""; ""Probability of Expiring""; ""Chapter Four: Making the Call: Buying Call Options""; ""Think Real Estate""; ""The Power of Buying Calls""; ""The Keys to Successful Call Option Trades""; ""Probability of Expiring- Buying Call Options""; ""Huge Rates of Return Are Possible""; ""Buying Calls is for Bulls"" ""Chapter Five: You Have It Covered: Covered Calls""""Covered Call “What If� Scenarios""; ""Covered Call Chart Examples""; ""Guidelines to Writing Covered Calls""; ""Chapter Six: Put It Down: Buying Put Options""; ""Puts for Profit""; ""Chapter Seven: Passing It On: Selling Puts""; ""Selling a Naked Put Option""; ""Naked Put Trade Example""; ""Chapter Eight: Spreading the Wealth: Vertical Bull Put Spreads""; ""Incometrader Report: Vertical Bull Put Spread""; ""Bull Put Spread Trade- Specific Examples""; ""Exiting Vertical Put Spreads"" ""Chapter Nine: What�s the Spread: Vertical Bear Call Spreads""""Reviewing the Chart""; ""Close the Option You Sold""; ""Examine the Risk/Reward for Each Trade""; ""Keep Looking for Profitable Trades""; ""Chapter Ten: Taking Flight with Iron Condors""; ""A Look at the Russell 2000""; ""Advanced Example""; ""Legging In""; ""A Conservative Strategy with Huge Potential""; ""Conclusion""; ""Appendix A: Advanced Order Feature on thinkorswim.com""; ""Appendix B: Protect Your Assets""; ""Glossary""; ""Recommended Reading"" |
| Record Nr. | UNINA-9910141605403321 |
|
Larson Mark
|
||
| Hoboken, New Jersey : , : Wiley, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Big money, less risk : trade options / / Mark Larson
| Big money, less risk : trade options / / Mark Larson |
| Autore | Larson Mark |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2008 |
| Descrizione fisica | 1 online resource (290 p.) |
| Disciplina |
332.63/2283
332.632283 |
| Collana | Wiley trading series |
| Soggetto topico |
Stock options
Options (Finance) Investment analysis |
| ISBN |
1-119-20461-5
1-118-53883-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Cover""; ""Contents""; ""Title""; ""Copyright""; ""Foreword""; ""Preface""; ""Acknowledgement""; ""Introduction""; ""Chapter One: Pointing the Way with Technical Indicators""; ""Support and Resistance Levels""; ""Moving Averages""; ""Multiple Moving Averages""; ""The “Do It� Indicator""; ""Fibonacci Retracements""; ""Average True Range Indicator (ATR)""; ""Inertia Indicator""; ""Adding It All Up""; ""Volatility Indexes""; ""Chapter Two: An Introduction to Options""; ""Option Basics""; ""In-the-Money Call Options""; ""At-the-Money Call Options""; ""Out-of-the-money Call Options""
""In-the-money Put Options""""At-the-money Put Options""; ""Out-of-the-money Put Options""; ""Put Option Potential- A Sneak Peek""; ""Chapter Three: It�s All Greek To You: Understanding Delta, Gamma, and Theta""; ""Delta""; ""Theta""; ""Gamma""; ""Probability of Expiring""; ""Chapter Four: Making the Call: Buying Call Options""; ""Think Real Estate""; ""The Power of Buying Calls""; ""The Keys to Successful Call Option Trades""; ""Probability of Expiring- Buying Call Options""; ""Huge Rates of Return Are Possible""; ""Buying Calls is for Bulls"" ""Chapter Five: You Have It Covered: Covered Calls""""Covered Call “What If� Scenarios""; ""Covered Call Chart Examples""; ""Guidelines to Writing Covered Calls""; ""Chapter Six: Put It Down: Buying Put Options""; ""Puts for Profit""; ""Chapter Seven: Passing It On: Selling Puts""; ""Selling a Naked Put Option""; ""Naked Put Trade Example""; ""Chapter Eight: Spreading the Wealth: Vertical Bull Put Spreads""; ""Incometrader Report: Vertical Bull Put Spread""; ""Bull Put Spread Trade- Specific Examples""; ""Exiting Vertical Put Spreads"" ""Chapter Nine: What�s the Spread: Vertical Bear Call Spreads""""Reviewing the Chart""; ""Close the Option You Sold""; ""Examine the Risk/Reward for Each Trade""; ""Keep Looking for Profitable Trades""; ""Chapter Ten: Taking Flight with Iron Condors""; ""A Look at the Russell 2000""; ""Advanced Example""; ""Legging In""; ""A Conservative Strategy with Huge Potential""; ""Conclusion""; ""Appendix A: Advanced Order Feature on thinkorswim.com""; ""Appendix B: Protect Your Assets""; ""Glossary""; ""Recommended Reading"" |
| Record Nr. | UNINA-9910830396103321 |
|
Larson Mark
|
||
| Hoboken, New Jersey : , : Wiley, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Binary options [[electronic resource] ] : strategies for directional and volatility trading / / Alex Nekritin
| Binary options [[electronic resource] ] : strategies for directional and volatility trading / / Alex Nekritin |
| Autore | Nekritin Alex <1980-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2013 |
| Descrizione fisica | 1 online resource (290 p.) |
| Disciplina | 332.64/53 |
| Collana | Wiley trading series |
| Soggetto topico |
Options (Finance)
Futures |
| ISBN |
1-118-52869-7
1-283-89326-6 1-118-42182-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Introduction to binary options -- pt. 2. Binary options theory -- pt. 3. Trading binary options -- pt. 4. Binary options trading strategies -- pt. 5. Creating your binary options strategy -- pt. 6. Managing your binary options account -- pt. 7. Profiling with volatility. |
| Record Nr. | UNINA-9910138865203321 |
|
Nekritin Alex <1980->
|
||
| Hoboken, N.J., : Wiley, c2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Binary options [[electronic resource] ] : strategies for directional and volatility trading / / Alex Nekritin
| Binary options [[electronic resource] ] : strategies for directional and volatility trading / / Alex Nekritin |
| Autore | Nekritin Alex <1980-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2013 |
| Descrizione fisica | 1 online resource (290 p.) |
| Disciplina | 332.64/53 |
| Collana | Wiley trading series |
| Soggetto topico |
Options (Finance)
Futures |
| ISBN |
1-118-52869-7
1-283-89326-6 1-118-42182-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Introduction to binary options -- pt. 2. Binary options theory -- pt. 3. Trading binary options -- pt. 4. Binary options trading strategies -- pt. 5. Creating your binary options strategy -- pt. 6. Managing your binary options account -- pt. 7. Profiling with volatility. |
| Record Nr. | UNINA-9910815880403321 |
|
Nekritin Alex <1980->
|
||
| Hoboken, N.J., : Wiley, c2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The blank swan : the end of probability / / Elie Ayache
| The blank swan : the end of probability / / Elie Ayache |
| Autore | Ayache Elie |
| Pubbl/distr/stampa | West Sussex, England : , : Wiley, , 2010 |
| Descrizione fisica | 1 online resource (498 p.) |
| Disciplina |
332.632
332.64/5 332.645 |
| Soggetto topico |
Options (Finance)
Derivative securities - Prices Capital market |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-470-66176-3
1-119-20635-9 1-282-88880-3 9786612888809 0-470-66012-0 |
| Classificazione | QK 660 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The BLANK Swan; Contents; Introduction; PART I WRITING AND EVENT; 1 Writer of The BLANK Swan; 2 The Writing of Derivatives; 3 The Event of the Market; 4 Writing and the Market; PART II ABSOLUTE CONTINGENCY AND THE RETURN OF SPECULATION; 5 The Necessity of Contingency; 6 Passage to the Future; 7 Necessity of the Future; 8 Necessity of Writing; PART III FLIGHT TO SYDNEY, OR THE GENESIS OF THE BOOK; 9 The Mathematics of Price; 10 Barton Fink; 11 The Narrative Adventure; 12 Out of the Box; 13 The Prestige; 14 The Geographical Process
PART IV CONVERSION OF CREDIT INTO EQUITY, OR THE GENESIS OF THE MARKET15 History of the Market; 16 From Debt to Equity; 17 The Market and the Philosophy of Difference; 18 Future of the Market; 19 Appendix 1 The Logic and Mathematics of Regime Switching; 20 Appendix 2 From 'Being and Time' to 'Being and Place' with Jeff Malpas; Bibliography; Index |
| Record Nr. | UNINA-9910140914803321 |
|
Ayache Elie
|
||
| West Sussex, England : , : Wiley, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The blank swan : the end of probability / / Elie Ayache
| The blank swan : the end of probability / / Elie Ayache |
| Autore | Ayache Elie |
| Pubbl/distr/stampa | West Sussex, England : , : Wiley, , 2010 |
| Descrizione fisica | 1 online resource (498 p.) |
| Disciplina |
332.632
332.64/5 332.645 |
| Soggetto topico |
Options (Finance)
Derivative securities - Prices Capital market |
| ISBN |
0-470-66176-3
1-119-20635-9 1-282-88880-3 9786612888809 0-470-66012-0 |
| Classificazione | QK 660 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The BLANK Swan; Contents; Introduction; PART I WRITING AND EVENT; 1 Writer of The BLANK Swan; 2 The Writing of Derivatives; 3 The Event of the Market; 4 Writing and the Market; PART II ABSOLUTE CONTINGENCY AND THE RETURN OF SPECULATION; 5 The Necessity of Contingency; 6 Passage to the Future; 7 Necessity of the Future; 8 Necessity of Writing; PART III FLIGHT TO SYDNEY, OR THE GENESIS OF THE BOOK; 9 The Mathematics of Price; 10 Barton Fink; 11 The Narrative Adventure; 12 Out of the Box; 13 The Prestige; 14 The Geographical Process
PART IV CONVERSION OF CREDIT INTO EQUITY, OR THE GENESIS OF THE MARKET15 History of the Market; 16 From Debt to Equity; 17 The Market and the Philosophy of Difference; 18 Future of the Market; 19 Appendix 1 The Logic and Mathematics of Regime Switching; 20 Appendix 2 From 'Being and Time' to 'Being and Place' with Jeff Malpas; Bibliography; Index |
| Record Nr. | UNINA-9910830238603321 |
|
Ayache Elie
|
||
| West Sussex, England : , : Wiley, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Candlestick and pivot point trading triggers [[electronic resource] ] : setups for stock, forex, and futures markets / / John L. Person
| Candlestick and pivot point trading triggers [[electronic resource] ] : setups for stock, forex, and futures markets / / John L. Person |
| Autore | Person John L |
| Pubbl/distr/stampa | Hoboken, N.J., : J. Wiley, c2007 |
| Descrizione fisica | 1 online resource (370 p.) |
| Disciplina |
332.63/2042
332.632042 |
| Collana | The Wiley trading series |
| Soggetto topico |
Stocks
Investment analysis Futures Options (Finance) |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-118-04648-X
1-119-20223-X 1-280-90002-4 9786610900022 0-470-06990-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Trading vehicles, stock, ETF's, futures and forex -- Determining market condition: bullish, bearish, or neutral -- How to read oscillators to spot overbought or oversold conditions -- Momentum changes: how to spot divergence or convergence -- Pivot points: determine key price support and resistance areas and the importance of confluence -- Pivot point moving average system -- Candle charts and top reversal patterns -- Setups and triggers: combining candles and pivots -- Risk management: setting stops -- Projecting entry and exit points: learn to scale out -- The sample analysis: the proof is in the back-testing -- Confidence to pull the trigger comes from within. |
| Record Nr. | UNINA-9910143442403321 |
|
Person John L
|
||
| Hoboken, N.J., : J. Wiley, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Candlestick and pivot point trading triggers [[electronic resource] ] : setups for stock, forex, and futures markets / / John L. Person
| Candlestick and pivot point trading triggers [[electronic resource] ] : setups for stock, forex, and futures markets / / John L. Person |
| Autore | Person John L |
| Pubbl/distr/stampa | Hoboken, N.J., : J. Wiley, c2007 |
| Descrizione fisica | 1 online resource (370 p.) |
| Disciplina |
332.63/2042
332.632042 |
| Collana | The Wiley trading series |
| Soggetto topico |
Stocks
Investment analysis Futures Options (Finance) |
| ISBN |
1-118-04648-X
1-119-20223-X 1-280-90002-4 9786610900022 0-470-06990-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Trading vehicles, stock, ETF's, futures and forex -- Determining market condition: bullish, bearish, or neutral -- How to read oscillators to spot overbought or oversold conditions -- Momentum changes: how to spot divergence or convergence -- Pivot points: determine key price support and resistance areas and the importance of confluence -- Pivot point moving average system -- Candle charts and top reversal patterns -- Setups and triggers: combining candles and pivots -- Risk management: setting stops -- Projecting entry and exit points: learn to scale out -- The sample analysis: the proof is in the back-testing -- Confidence to pull the trigger comes from within. |
| Record Nr. | UNINA-9910677080703321 |
|
Person John L
|
||
| Hoboken, N.J., : J. Wiley, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
-
Options (Finance)
(168)
- Stock options (33)
- Investment analysis (17)
- Investments (17)
- Futures (14)