Swaption volatility and receiver vs. payer skew

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Could somebody shed some light on the swaption volatility and how receiver \ payer skew works in simple English? Also anyone could suggest a good reading on SABR model from a user’s perspective?
Thanks a lot!
 
Bump, something I’d like to learn abt as well.
Also, can anyone reccomend a good options strategy book or piece to read? I am going to start putting some skin back in the game and I want to incorporate writing some options into my portfolio.
Thaaaaanks (Big Gal Al, South Park)
 
ASSet_MANagement Wrote:
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> Bump, something I’d like to learn abt as well.
>
> Also, can anyone reccomend a good options strategy
> book or piece to read? I am going to start putting
> some skin back in the game and I want to
> incorporate writing some options into my
> portfolio.
>
> Thaaaaanks (Big Gal Al, South Park)
Nups, check out (in order of increasing quantitativeness):
- Natenburg — Options Volatility & Pricing to get a practical/trading perspective
- Hull — Options, Futures, and Other Derivatives textbook is the bible
- Wilmott — Mathematics of Financial Derivatives for a rigorous approach
 
ASSet_MANagement Wrote:
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> I got a headache from reading the last title.
Understandable. Start with Natenberg. (I spelled his name wrong last post.) You should be able to find a copy on your desk somewhere.
 
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