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Option Volatility and Pricing Value Pack

Bag om Option Volatility and Pricing Value Pack

Save big! The knowledge and practice investors need to conquer the options market-two powerful guides in one affordable package You don't need to enroll in an expensive investing course to get the theory, instruction, and practice you need to conquer the options market. This priced-to-move combo includes two unbeatable guides that will get your portfolio where you want it to be: the new edition of Sheldon Natenberg's Option Volatility and Pricing-which offers the information, background, and investing techniques you need to navigate the market-along with his Options Volatility and Pricing Workbook, which provides a wide range of hands-on exercises readers can use to practice their methods before entering the market.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781260120820
  • Indbinding:
  • Ukendt
  • Udgivet:
  • 25. december 2017
  • Udgave:
  • Størrelse:
  • 236x188x56 mm.
  • Vægt:
  • 1483 g.
  • Ukendt - mangler pt..

Normalpris

Abonnementspris

- Rabat på køb af fysiske bøger
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding

Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.

Beskrivelse af Option Volatility and Pricing Value Pack

Save big! The knowledge and practice investors need to conquer the options market-two powerful guides in one affordable package
You don't need to enroll in an expensive investing course to get the theory, instruction, and practice you need to conquer the options market.
This priced-to-move combo includes two unbeatable guides that will get your portfolio where you want it to be: the new edition of Sheldon Natenberg's Option Volatility and Pricing-which offers the information, background, and investing techniques you need to navigate the market-along with his Options Volatility and Pricing Workbook, which provides a wide range of hands-on exercises readers can use to practice their methods before entering the market.

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