Option Volatility & Pricing Workbook: Practicing Advanced Trading Strategies And Techniques Av Sheldon Natenberg

The bestselling guide-updated to help traders capitalize on the latest developments and trends in option products and trading strategies

Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness,...

This book summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. .

Popular guide to options pricing and position sizing for quant traders In this second edition of this bestselling book, Sinclair offers a quantitative model for measuring volatility in order to gain an edge in everyday option trading endeavors.