About this book:
This publication aims to fill the void between books providing an introduction to derivatives, and advanced books whose target audience are members of quantitative modelling community.
In order to appeal to the widest audience, this publication tries to assume the least amount of prior knowledge. The content quickly moves onto more advanced subjects in order to concentrate on more practical and advanced topics.
My 2 cents:
This book is my personal favorite on practical options trading, although I don’t mean to discredit other textbooks that approach options from a more mathematical perspective. In fact, both practical and theoretical perspectives are equally important. What sets this book apart is its comprehensive coverage of the issues one encounters when trading options in practice.
One chapter that particularly impressed me was Chapter 7, which explains skew trading and spot-vol correlation in just two hours. It’s an excellent resource for anyone looking to gain a solid understanding of these topics. Overall, I highly recommend this book to anyone interested in improving their practical options trading skills.
This book is also FREE to read online: Trading-Volatility.pdf
