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Option Volatility and Pricing Workbook - Sheldon Natenberg

Option Volatility and Pricing Workbook

Paperback Published: 2nd December 2017
ISBN: 9781260116939
Number Of Pages: 352

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Raise your options investing game to a new level through smart, focused practice For decades, Sheldon Natenberg's Option Volatility & Pricing has been helping investors better understand the complexities of the option market with his clear and comprehensive explanation of trading strategies and risk management.

Now, you can raise your performance to a higher level by practicing Natenberg's methods before you enter the market.

Filled with hands-on exercises designed to dramatically increase your knowledge and build your confidence, The Option Volatility and Pricing Workbook provides the necessary tools from which to build a successful options portfolio. Each exercise is preceded by clear description of the principle at hand, and each concludes with in-depth explanations of the correct answers. Hundreds of exercises cover such topics as:

  • Contract Settlement and Cash Flow Expiration
  • Profit & Loss
  • Theoretical Pricing
  • Volatility Dynamics of Risk Synthetic Pricing
  • Arbitrage Hedging Strategies Models and the Real World
Success in option markets requires the ability to adapt to constantly changing market conditions. This ability can only be achieved through a full and intimate understanding of the principles of option evaluation, strategy selection, risk management, and market dynamics.

Whether you're a professional or novice trader, a market maker or training manager-The Option Volatility and Pricing Workbook is an invaluable tool for achieving success in this famously tough market.


1: Contact Settlement and Cash Flow

2: Forward Pricing

3: Contract Specifications and Terminology

4: Expiration Profit and Loss

5: Theoretical Evaluation

6: Volatility

7: Risk Measurement

8: Delta Neutral Positions and Dynamic Hedging

9: The Dynamics of Risk

10: Spreading Strategies

11: Synthetic Equivalents

12: Synthetic Pricing and Arbitrage

13: Early Exercise of American Options

14: The Black-Scholes Model

15: Binomial Pricing

16: Hedging Strategies

17: Models and the Real World

18: Skewness and Kurtosis

19: Stock Indexes

20: Risk Analysis

Appendix: Useful Formulas and Relationships

Answer Key

ISBN: 9781260116939
ISBN-10: 126011693X
Audience: General
Format: Paperback
Language: English
Number Of Pages: 352
Published: 2nd December 2017
Publisher: McGraw-Hill Education
Country of Publication: US
Dimensions (cm): 23.6 x 18.8  x 1.7
Weight (kg): 0.59

Earn 90 Qantas Points
on this Book