Advanced Option Pricing Models - , Donna McCormick
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Description:
(ID 109590181)
User tags: jeffrey owen katz, donna mccormick, business, economics, investments, securities, general
Advanced Option Pricing Models details specific conditions under which current option pricing models fail to provide accurate price estimates and then shows option traders how to construct improved models for better pricing in a wider range of market conditions. Model-building steps cover options pricing under conditional or marginal distributions, using polynomial approximations and ¿curve fitting,¿ and compensating for mean reversion. The authors also develop effective prototype models that can be put to immediate use, with real-time examples of the models in action.
Author: Katz, Jeffrey Owen
Author: McCormick, Donna
Publisher: McGraw-Hill
Illustration: N
Language: ENG
Title: Advanced Option Pricing Models
Pages: 00450 (Encrypted PDF)
On Sale: 2005-02-04
SKU-13/ISBN: 9780071406055
Author: Katz, Jeffrey Owen
Author: McCormick, Donna
Publisher: McGraw-Hill
Illustration: N
Language: ENG
Title: Advanced Option Pricing Models
Pages: 00450 (Encrypted PDF)
On Sale: 2005-02-04
SKU-13/ISBN: 9780071406055
User tags: jeffrey owen katz, donna mccormick, business, economics, investments, securities, general
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