[Download] "Advanced Option Pricing Models" by Jeffrey Owen Katz & Donna McCormick ~ eBook PDF Kindle ePub Free

eBook details

Title: Advanced Option Pricing Models
Author : Jeffrey Owen Katz & Donna McCormick
Release Date : January 21, 2005
Genre: Economics,Books,Business & Personal Finance,Finance,
Pages : * pages
Size : 4262 KB

Description

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.