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Search for author name: "Jeffrey Owen Katz" | Books found: 1
Advanced Option Pricing Models: An Empirical Approach to Valuing Options
Advanced Option Pricing Models: An Empirical Approach to Valuing Options
Author: Jeffrey Owen Katz, Donna Mccormick | Publisher: McGraw-Hill Professional
"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 exampl
Added: 05.05.2007ISBN: 0071406050Pages: 450Price: £ 35,69Lang.: English 
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