TY - BOOK AU - Natenberg, Sheldon TI - Option Volatility and Pricing: Advanced Trading Strategies and Techniques SN - 9781557384867 U1 - 332.644 PY - 1994/// CY - Boston PB - Irwin N1 - Contents The language of Options Elementary Strategies Introduction to Theoretical Pricing Models Volatility Using an Option's Theoretical Value Option Values and Changing Market Conditions Introduction to Spreading Volatility Spreads Risk Considerations Bull and Bear Spreads Option Arbitrage Early Exercise of American Options Hedging with Options Volatility Revisited Stock Index Futures and Options Intermarket Spreading Position Analysis Models and the Real World A Glossary of Option and Related Terminology The Mathematics of Option Pricing Characteristic of Volatility Spreads What's the Right Strategy? Synthetic and Arbitrage Relationships ER -