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16 of 16 people found the following review helpful:
3.0 out of 5 stars
A solid survey in Option Mechanics,
This review is from: Advanced Options Trading: The Analysis and Evaluation of Trading Strategies Hedging Tactics and Pricing Models (Hardcover)
Mr. Daigler's work, Advanced Options Trading, provides a sound overview of option pricing models and the variables that influence pricing for stocks, futures, and exotics. The model of focus is Black-Scholes, though I give Mr. Daigler credit for a renewed look at works by Cox, Rubenstein, and Ross. In addition to the sometimes-tedious theoretics of options, Daigler examines hedging techniques and arbitrage. Overall, a rigid yet unimaginative examination of derivatives, nothing surprising just reaffirming. Floor trading and market makers may find its presentation a pleasant refresher, otherwise look to McMillian or Sheldon Natenburg's works.
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Advanced Options Trading: The Analysis and Evaluation of Trading Strategies Hedging Tactics and Pricing Models by Robert T. Daigler (Hardcover - November 1, 1993)
Used & New from: $17.70
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