期权波动率与定价
Option volatility & pricing
Sheldon Natenberg · 初版 1994 年
5人推荐
6位读者提及
6次提及
Option Volatility & Pricing 以清晰易懂的方式撰写，指出了成功交易所必需的关键概念。作者 Sheldon Natenberg 凭借其专业交易员的丰富经验，审视了期权交易的理论与现实。他阐释了期权理论的基础，解释了如何运用该理论识别并捕捉交易机会。Option Volatility & Pricing 教你运用多种交易策略，并展示如何选择最契合你对市场行情判断及个人风险承受能力的策略……
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Natenberg 写了该领域的经典大部头（《Option Volatility and Pricing》），但吃一堑才能长一智。去交易点期权，亏点钱，你就会明白什么该做什么不该做了。
Natenberg wrote the classic tome on the subject (Option Volatility and Pricing) but the burned hand teaches best. Trade some options, lose some money, and you'll learn what to do and what not to do.
献给所有喜欢玩数学的朋友，不妨去看看谢尔顿·纳滕伯格（Sheldon Natenberg）写的《Option Volatility & Pricing: Advanced Trading Strategies and Techniques》
For all you who love playing with math check out Option Volatility & Pricing: Advanced Trading Strategies and Techniques by Sheldon Natenberg
如果你想真正深入了解这一行，Natenberg 写的《Option Volatility and Pricing》以及 Sinclair 写的《Option Trading》，是我在一星期权交易公司时发给我的书。
Option Volatility and Pricing by Natenberg and Option Trading by Sinclair were the books given to me at an options trading firm if you're looking to get really acquainted.
Natenberg 写的《Option Volatility and Pricing》是期权领域的权威教材。如果你只是想泛泛了解一下，也有不少期权策略网站会讲解各种单腿和多腿（multi-leg）期权策略……
“Option Volatility and Pricing” by Natenberg is the standard text on options. There are also multiple option strategy websites that explain the different single and multi-leg option strategies, if you just want a cursory overview.…
Natenberg 的《Option Volatility and Pricing》内容极其全面，同时又没有让人淹没在数学公式里，广受推荐并被奉为经典。市面上还有一些没那么正规的书，有点过于侧重实操交易/应用了……
Option Volatility and Pricing by Natenberg is extremely complete while managing to avoid drowning in maths, it is widely recommended and considered a classic. There are more informal books around that focus a little too much on trading/application…
推荐 Hull 的书挺有眼光的——你觉得 Natenberg 的《Option Volatility and Pricing》怎么样？出于好奇问一句，你平时都交易些什么？（本人是职业软件工程师兼期权新手交易员，刚开始学习时别人给我推荐了这些。目前仍打算转行。）
Good call on the Hull recommendation - How do you feel about Natenberg's Option Volatility and Pricing? What do you trade, out of curiosity? (Career software engineer and fledgling options trader here, these were recommended to me when I first started learning. Still looking to make an industry change.)