Option Volatility & Pricing: Advanced Trading Strategies and Techniques

Name: Option Volatility & Pricing: Advanced Trading Strategies and Techniques
Author: {"Sheldon Natenberg"}
ISBN: 9781557384867

Business & Economics

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Author: Sheldon Natenberg

ISBN: 9781557384867

Published Date: 1994-08

Page Count: 485

Description

Provides a thorough discussion of volatility, the most important aspect of options trading. Shows how to identify mispriced options and to construct volatility and "delta neutral" spreads.

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