Option Volatility & Pricing: Advanced Trading Strategies and Techniques

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Option Volatility & Pricing: Advanced Trading Strategies and Techniques by Natenberg, Sheldon, 9781557384867
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  • ISBN: 9781557384867 | 155738486X
  • Cover: Hardcover
  • Copyright: 8/1/1994

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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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