Tags: Options Trading, Volatility, Natenberg, Risk Management, Trading Strategies, Finance, Derivatives, Greeks, McGraw-Hill Professional
Option Volatility and Pricing: Advanced Trading Strategies and Techniques, 2nd Edition by Sheldon Natenberg (ISBN 9780071818773) - Hardcover
- Type: Hardcover Book.
- Publisher: McGraw Hill
- Language : English
Option Volatility and Pricing: Advanced Trading Strategies and Techniques, 2nd Edition by Sheldon Natenberg (ISBN 9780071818773)
Option Volatility and Pricing, 2nd Edition by Sheldon Natenberg is the definitive professional reference for mastering the concepts and mechanics of options trading. Published by McGraw-Hill Education (Professional Finance & Investment Series), this extensively updated edition continues to be the go-to guide for traders, risk managers, and quantitative analysts worldwide.
Product Details
- Title: Option Volatility and Pricing: Advanced Trading Strategies and Techniques
- Edition: 2nd Edition (Illustrated)
- Author: Sheldon Natenberg
- Publisher: McGraw-Hill Education (Professional)
- Publication Date: 16 December 2014
- ISBN-13: 9780071818773
- Format: Hardcover / Illustrated Textbook
- Pages: 544 +
- Price: £41.99
- Availability: In Stock | Free UK & EU Shipping
This 2nd Edition integrates modern trading concepts, quantitative insights, and real-market examples to teach traders how to evaluate volatility, manage risk, and execute advanced options strategies. Natenberg breaks down complex theories into practical, intuitive lessons that connect mathematical models with live market behaviour.
Key Features of the 2nd Edition
- Comprehensive Volatility Framework: Explains implied vs historical volatility, volatility skew, and surface dynamics.
- Deep Dive into Option Greeks: Covers Delta, Gamma, Vega, Theta, and Rho with practical trading implications.
- Real-World Strategy Integration: Includes spreads, straddles, ratio trades, butterflies, and volatility arbitrage.
- Risk Management: Focuses on portfolio exposure, hedging, and capital allocation under changing volatility regimes.
- Modern Market Insights: Reflects algorithmic trading, derivatives evolution, and volatility modelling updates.
- Author Authority: Sheldon Natenberg — veteran trader, educator, and leading expert in derivatives markets.
Table of Contents Highlights
- Introduction to Options and Volatility
- Pricing Models and Theoretical Frameworks
- Volatility as a Trading Tool
- Option Greeks and Position Management
- Volatility Skew and Term Structure
- Advanced Trading Strategies and Adjustments
- Hedging and Portfolio Risk Control
- Algorithmic and Quantitative Approaches
Who Should Use This Book?
- Professional traders and market-makers
- Quantitative analysts and financial engineers
- Portfolio and risk managers
- Students of derivatives, finance, and applied mathematics
- Active retail traders seeking institutional-level insight
Why Buy from BooksGoat UK?
- Best Price: £41.99 vs RRP £64.99
- Free UK & EU Shipping
- Authentic McGraw-Hill Professional 2nd Edition verified ISBN 9780071818773
- Eco-Friendly Packaging and fast UK dispatch
FAQs
- Is this book suitable for beginners?
- While designed for professionals, the author explains key ideas clearly enough for motivated beginners with a basic understanding of options.
- Does it cover volatility trading and hedging?
- Yes — the book’s primary focus is volatility, pricing theory, and how to use it to structure and hedge option positions.
- Is this edition updated for modern markets?
- Yes — includes discussion of algorithmic strategies, implied volatility surfaces, and electronic trading environments.
Final Call – Buy Now
Option Volatility and Pricing, 2nd Edition by Sheldon Natenberg is the essential professional guide to options theory, volatility, and risk management. Order now from BooksGoat.co.uk for just £41.99. Free UK & EU shipping included.
