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Option Trading: Pricing and Volatility Strategies and Techniques Hardcover – Jun 21 2010


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Product Details

  • Hardcover: 298 pages
  • Publisher: Wiley (June 21 2010)
  • Language: English
  • ISBN-10: 0470497106
  • ISBN-13: 978-0470497104
  • Product Dimensions: 23 x 16 x 3 cm
  • Shipping Weight: 540 g
  • Average Customer Review: 2.0 out of 5 stars  See all reviews (1 customer review)
  • Amazon Bestsellers Rank: #542,027 in Books (See Top 100 in Books)
  • See Complete Table of Contents


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By Warren on July 12 2010
Format: Hardcover Verified Purchase
This book deals more with options and how they are priced based on mathematical equations rather than on strategies to take advantage of market situations. The author also covers the history of the option market, the greeks but just misses the meat which I was looking for. Great book for math students. I skipped over most of that part. This was the wrong book for myself but may work better for a class room of students learning the theory. Obviously the writer is highly intelligent, but would make a better reading book if he could relate to a wider population selection.
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Most Helpful Customer Reviews on Amazon.com (beta)

Amazon.com: 8 reviews
23 of 24 people found the following review helpful
Welcome to 1989 Aug. 3 2010
By Dimitri Shvorob - Published on Amazon.com
Format: Hardcover
This is a case where I would have liked to leave a blank rating: I simply don't know enough to grade competently. My problem with this book is that, with a few exceptions (hedging bands of chapter 11; range-based vol estimation), it could have been written twenty-plus years ago, when Black, Scholes, Merton and Rubinstein had published their papers, and the volatility smile was known but not yet addressed by academics. Academics moved on - have practitioners followed?

If yes, I would penalize the book for being out-of-date and not 'fessing up to it. I would have been quite receptive to an argument that the main ideas can be demonstrated in the oldest, fundamental model, but the more recent stuff really needs to be in the book as well.

If not, no complaints, apart from insisting on more substantial chapters 9 and 11. Once we emerge from textbook options stuff after chapter 8 - including the titular "strategies", in chapter 6 - there are only four chapters left, and one is taken up by textbook-again discussion of market-making. Less of familiar material, more of your thoughts, please.

This is a thorough and well-written discussion of options in the Black-Scholes world. (This means European equity options - no American options or exotics, no fixed-income etc.) 85% of the material was not new to me, and seen in Hull, and CFA and FRM curricula. I would wish to check if the remaining 15% had shown up in similar books, but even in that case the author deserves credit for bringing it all together, and first-rate presentation throughout. If one is looking for a comprehensive introductory-to-intermediate book on options, this is a reliable choice.
6 of 7 people found the following review helpful
Fantastic Book April 29 2011
By Farah Haddadin - Published on Amazon.com
Format: Hardcover
This book has been a great read. I truly think that this book is a replacement for any of the outdated "option trading" books (like Natenberg). The author discusses and clarifies many topics from option risks all the way to dealing with expiration problems.

I highly recommend this book to all students who have completed their degrees in financial mathematics or finanical engeering. Whether you are fresh out of school or a junior quant (or an experienced quant), this is a fun and very useful book to read.

The only downside of this book is that it has very few errors. They are very minor that any reader with common sense can catch.

But without a doubt, this is a five-star book.
5 of 6 people found the following review helpful
One of the best books on Options trading Jan. 18 2011
By V. Ghazarian - Published on Amazon.com
Format: Hardcover Verified Purchase
There are a handful of must-read books on Options trading and this book and the author's earlier book Volatility Trading are 2 must-reads for anyone interested in trading options. The book can be useful for anyone -from the beginner to the professional. While the author has kept the options mathematics to a minimal level, it does require some basic level of comfort with mathematical concepts. Sinclair is clear, concise and very practitioner oriented. It's rare to see a trader write (and write well) a book for traders. I enjoyed the chapters on Pin Risk and Options Market-Making, topics not discussed in many options books.
3 of 4 people found the following review helpful
Definitive Options Source Dec 20 2010
By Praeses - Published on Amazon.com
Format: Hardcover Verified Purchase
Beats the learned treatise among the crowd of professional options traders, Natenberg's 'Options Volatility and Pricing', and establishes a new precedent for the definitive text on professional options pricing and trading.

A must-read for all options traders, new and old.
12 of 18 people found the following review helpful
Another solid title June 11 2010
By George Gruschow - Published on Amazon.com
Format: Hardcover Verified Purchase
My friends and I were really surprised reading his first book.. "Hey, wait, this trading book doesn't suck. The author actually has a clue." He repeats here, but at a more accessible level for most people.

If I were running an options desk, this would be the intro course for every new member. Even it's asides on non-options markets are better than almost any other book you'll find.

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