Home / All Books / Volatility Trading
Volatility Trading
A quantitative but practical treatment: measuring edge in volatility, sizing options trades, and managing the book.
View on AmazonTry Audible free
Available in print and Kindle editions; many titles are also on Audible. Check the Amazon page for the formats offered for this title.
Read next
The Black Swan
On rare, high-impact events and why the tail, not the average, decides who survives in markets.
Options, Futures, and Other Derivatives
The standard university textbook on derivatives: pricing, hedging, Greeks, and how futures and options markets actually work.
Options as a Strategic Investment
The encyclopedia of options strategies: every spread and combination, with the conditions each one needs.
Option Volatility and Pricing
The options desk classic: volatility, the Greeks, and risk management of an options book, taught the way market makers learn it.