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Option Volatility and Pricing: Advanced Trading Strategies and Techniques (2 Ed.)

Option Volatility and Pricing: Advanced Trading Strategies and Techniques (2 Ed.)

作者 : Sheldon Natenberg

作者 : 薛爾頓.奈頓伯格

出版社 : McGraw-Hill Education (Singapore)

可訂購

定價 : NT 3,045

售價9折, NT2,741

內容簡介



用最透徹的選擇權理論,實現專業交易思維

近20多年來,薛爾頓·奈頓伯格的《選擇權價格波動率與訂價理論》被奉為選擇權領域的經典著作,國內外的專業交易者幾乎人手一本,成為期權市場新進交易員必讀的學習寶典。你將透過本書學習專業選擇權交易商的市場操作,包括交易策略及建立優勢所必學的風險管理技術,並對訂價模型獲得全面性的了解。另外,最重要的是,你將學會如何運用選擇權評價原則來建立戰略,掌握市場與趨勢交易者的動向,進而成為最專業的投資人。

新版內容全面更新
《選擇權價格波動率與訂價理論》的全新第二版,針對市況做了完整修訂與內容擴增,除了討論選擇權市場最新的發展趨勢和應用策略之外,其他重要內容包括:
● 理論訂價模型
● 瞭解價格波動率
● 交易與避險策略
● 風險管理
● 選擇權套利
● 選擇權理論與真實市況
● 價格波動率契約
● 動態避險策略


本介紹出自寰宇出版股份有限公司出版書籍《選擇權價格波動率與訂價理論: 高級交易策略與技巧 (第2版)》

WHAT EVERY OPTION TRADER NEEDS TO KNOW. THE ONE BOOK EVERY TRADER SHOULD OWN.

The bestselling Option Volatility & Pricing has made Sheldon Natenberg a widely recognized authority in the option industry. At firms around the world, the text is often the first book that new professional traders are given to learn the trading strategies and risk management techniques required for success in option markets.

Now, in this revised, updated, and expanded second edition, this thirty-year trading professional presents the most comprehensive guide to advanced trading strategies and techniques now in print. Covering a wide range of topics as diverse and exciting as the market itself, this text enables both new and experienced traders to delve in detail into the many aspects of option markets, including:

The foundations of option theory
Dynamic hedging
Volatility and directional trading strategies
Risk analysis
Position management
Stock index futures and options
Volatility contracts
Clear, concise, and comprehensive, the second edition of Option Volatility & Pricing is sure to be an important addition to every option trader's library--as invaluable as Natenberg's acclaimed seminars at the world's largest derivatives exchanges and trading firms.

You'll learn how professional option traders approach the market, including the trading strategies and risk management techniques necessary for success. You'll gain a fuller understanding of how theoretical pricing models work. And, best of all, you'll learn how to apply the principles of option evaluation to create strategies that, given a trader's assessment of market conditions and trends, have the greatest chance of success.

Option trading is both a science and an art. This book shows how to apply both to maximum effect.
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