Advanced Option Pricing Models - Couverture souple

Katz, Jeffrey Owen; McCormick, Donna

Couverture souple

ISBN 10 : 0071626441 ISBN 13 : 9780071626446

Editeur : McGraw-Hill, 2005

Synopsis

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.

Détails de l'édition

• Éditeur: McGraw-Hill
• Date d'édition: 2005
• Langue: anglais
• ISBN 10: 0071626441
• ISBN 13: 9780071626446
• Reliure: Broché
• Nombre de pages: 452
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible