Advanced Option Pricing Models
| Author/creator | Katz, Jeffrey Owen Author |
| Other author | McCormick, Donna L. Author |
| Format | Electronic |
| Publication Info | Blacklick : McGraw-Hill Companies, The |
| Description | 450 p. ill 23.110 x 015.490 cm. |
| Supplemental Content | Full text available from eBooks on EBSCOhost |
| Subjects |
| Summary | Annotation "Standard option pricing models from Black-Scholes to Cox-Ross-Rubinstein can provide inaccurate conclusions under numerous market conditions, causing traders to arrive at erroneous pricing estimates and initiate unprofitable trades." "Advanced Option Pricing Models takes an objective, scientific look at this problem, detailing specific conditions under which standard option pricing models fail to provide accurate price estimates. It shows how to construct nonstandard models that effectively compensate for those flaws and provides a profitable competitive edge over traders still using older models." "Advanced Option Pricing Models analyzes standard pricing models, revealing their strengths as well as their fundamental flaws, then introduces nonstandard approaches that option analysts and traders can use to reach more consistently accurate, and profitable, appraisals of option value."--BOOK JACKET.Title Summary field provided by Blackwell North America, Inc. All Rights Reserved |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2004015386 |
| ISBN | 9780071406055 |
| ISBN | 0071406050 (Trade Cloth) Out of Print |
| Standard identifier# | 9780071406055 |
| Stock number | 9780071406055 00016072 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |