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Options Volatility by Natenberg is much better: http://www.amazon.com/Option-Volatility-Pricing-Strategies-Techniques/dp/155738486X http://www.amazon.com/Optio
by jakarta 14y ago
Options Volatility by Natenberg is much better:
http://www.amazon.com/Option-Volatility-Pricing-Strategies-Techniques/dp/155738486X http://www.amazon.com/Option-Volatility-Pricing-Strategies-T...
- actionbrandon 14y agoThis one is the best: http://www.amazon.com/Dynamic-Hedging-Managing-Vanilla-Options/dp/0471152803 http://www.amazon.com/Dynamic-Hedging-Managing-Vanilla-Optio... The first thirty or so pages offer the most intuitive introduction to vanillas I've read. The middle is must read, and the end gets into exotics if that's your fancy.