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3038 Hennepin Ave Minneapolis, MN
612-822-4611
Advanced Option Pricing Models

Advanced Option Pricing Models

Paperback

Investing & Finance

ISBN10: 0071626441
ISBN13: 9780071626446
Publisher: Mcgraw Hill Book Co
Published: Feb 4 2005
Pages: 452
Weight: 1.32
Height: 0.91 Width: 5.98 Depth: 9.02
Language: English
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.

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Investing & Finance