Advanced Option Pricing Models: An Empirical Approach to Valuing Options Book + PRICE WATCH * Amazon pricing is not included in price watch

Advanced Option Pricing Models: An Empirical Approach to Valuing Options Book

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 â??curve fitting,â? 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.Read More

from£56.68 | RRP: £41.99
* Excludes Voucher Code Discount Also available Used from £N/A
  • 0071406050
  • 9780071406055
  • Jeffrey Owen Katz, Donna Mccormick
  • 4 July 2005
  • McGraw-Hill Professional
  • Hardcover (Book)
  • 450
As an Amazon Associate we earn from qualifying purchases. If you click through any of the links below and make a purchase we may earn a small commission (at no extra cost to you). Click here to learn more.

Would you like your name to appear with the review?

We will post your book review within a day or so as long as it meets our guidelines and terms and conditions. All reviews submitted become the licensed property of www.find-book.co.uk as written in our terms and conditions. None of your personal details will be passed on to any other third party.

All form fields are required.