Option Volatility and Pricing: Advanced Trading Strategies and Techniques, 2nd Edition by Sheldon Natenberg (2014, Hardcover)
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Volatility and directional trading strategies. Volatility contracts. You'll gain afuller understanding of how theoretical pricing models work. 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.