Advanced Option Pricing Models

Main
Business & Economics - Investing
Advanced Option Pricing Models

Advanced Option Pricing Models

Name: Advanced Option Pricing Models
ISBN: 9780071626446

Jeffrey Owen Katz

0 / 0

0 comments

你有多喜歡這本書？

文件的質量如何？

下載本書進行質量評估

下載文件的質量如何？

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.

類別:

Business & Economics - Investing

年:

2009

出版商:

McGraw-Hill Professional

語言:

english

頁數:

452

ISBN 10:

0071626441