Trading Option Volatility: A Breakthrough in Option Valuation, Yielding Practical Insights into Strategy Design, Simulation, Optimization, Risk M

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The book introduces a groundbreaking analytical framework for option valuation that addresses the limitations of traditional models like Black-Scholes-Merton and binomial options models. Brian Johnson, leveraging his extensive experience, provides a comprehensive guide that includes detailed explanations, formulas, and practical examples. Readers will learn about volatility management strategies such as Gamma-Scalping and Portfolio Insurance, along with a user-friendly Excel spreadsheet for analyzing market data and identifying pricing anomalies. The book is designed for those with some prior knowledge of options, offering valuable insights for volatility traders.