Every book we've reviewed, by topic and level.
Filtered: Greeks & Volatility
10 books match
10 books match
Lawrence G. McMillan
Lawrence McMillan is president of McMillan Analysis Corporation and publishes The Option Strategist newsletter. This 1,000-page reference explains how nearly every listed-options strategy works, when it fits and what can go wrong. For intermediate readers who want one desk reference.
Sheldon Natenberg
Sheldon Natenberg traded options as an independent market maker on the CBOE and the Chicago Board of Trade, and he has been on the education team at Chicago Trading Company since 2000. You learn how volatility drives option prices and how professional traders think about pricing and risk. For serious readers ready for a demanding text.
Euan Sinclair
Euan Sinclair is a quantitative option trader with a PhD in theoretical physics. He covers how to measure and forecast volatility and how traders approach it as its own market. Quantitative but practical. For readers past the basics who are comfortable with some math.
John C. Hull
John Hull is Professor of Derivatives and Risk Management at the University of Toronto's Rotman School of Management, and this is his widely used derivatives textbook. You learn the theory behind pricing models, futures and options. For students and readers who want the academic foundation, not a trading manual.
Nassim Nicholas Taleb
Nassim Taleb held senior derivatives trading positions in New York and London and was an independent floor trader in Chicago before writing The Black Swan. This book shows how option market makers measure and hedge the risks in vanilla and exotic options, and where models break down. For advanced readers.
Euan Sinclair
Euan Sinclair, a professional option trader who designs quantitative trading strategies, explains pricing theory and the hedging and volatility techniques built on it. A practical companion to Natenberg. For advanced readers.
Lawrence G. McMillan
Lawrence McMillan, publisher of The Option Strategist newsletter and former head of equity arbitrage at Thomson McKinnon Securities, wrote this shorter, more trading-focused book. It covers his practical strategies and volatility tools. For readers who want McMillan's thinking without the full reference volume.
Jeff Augen
Jeff Augen, a former IBM executive turned private investor and writer, spent more than a decade building software for the technical analysis of derivatives prices. He shows how to look for volatility distortions in option prices. A niche title for advanced readers.
Lawrence G. McMillan
Lawrence McMillan is president of McMillan Analysis Corporation and publishes The Option Strategist newsletter. This 1,000-page reference explains how nearly every listed-options strategy works, when it fits and what can go wrong. For intermediate readers who want one desk reference.
Sheldon Natenberg
Sheldon Natenberg traded options as an independent market maker on the CBOE and the Chicago Board of Trade, and he has been on the education team at Chicago Trading Company since 2000. You learn how volatility drives option prices and how professional traders think about pricing and risk. For serious readers ready for a demanding text.
Euan Sinclair
Euan Sinclair is a quantitative option trader with a PhD in theoretical physics. He covers how to measure and forecast volatility and how traders approach it as its own market. Quantitative but practical. For readers past the basics who are comfortable with some math.
John C. Hull
John Hull is Professor of Derivatives and Risk Management at the University of Toronto's Rotman School of Management, and this is his widely used derivatives textbook. You learn the theory behind pricing models, futures and options. For students and readers who want the academic foundation, not a trading manual.
Nassim Nicholas Taleb
Nassim Taleb held senior derivatives trading positions in New York and London and was an independent floor trader in Chicago before writing The Black Swan. This book shows how option market makers measure and hedge the risks in vanilla and exotic options, and where models break down. For advanced readers.
Euan Sinclair
Euan Sinclair, a professional option trader who designs quantitative trading strategies, explains pricing theory and the hedging and volatility techniques built on it. A practical companion to Natenberg. For advanced readers.
Lawrence G. McMillan
Lawrence McMillan, publisher of The Option Strategist newsletter and former head of equity arbitrage at Thomson McKinnon Securities, wrote this shorter, more trading-focused book. It covers his practical strategies and volatility tools. For readers who want McMillan's thinking without the full reference volume.
Jeff Augen
Jeff Augen, a former IBM executive turned private investor and writer, spent more than a decade building software for the technical analysis of derivatives prices. He shows how to look for volatility distortions in option prices. A niche title for advanced readers.