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    Advanced Option Pricing Models
    Advanced Option Pricing Models
    Advanced Option Pricing Models
    Ebook448 pages8 hours

    Advanced Option Pricing Models

    By Jeffrey Owen Katz and Donna McCormick

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    About this ebook

    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.

    LanguageEnglish
    PublisherMcGraw-Hill Education
    Release dateMar 21, 2005
    ISBN9780071454704
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