Advanced Option Pricing Models: An Empirical Approach to by Jeffrey Owen Katz,Donna McCormick PDF

By Jeffrey Owen Katz,Donna McCormick

ISBN-10: 0071406050

ISBN-13: 9780071406055

ISBN-10: 0071626441

ISBN-13: 9780071626446

Advanced alternative Pricing Models information particular stipulations below which present choice pricing types fail to supply exact fee estimates after which exhibits choice investors how one can build better versions for larger pricing in a much wider variety of marketplace stipulations. Model-building steps conceal strategies pricing lower than conditional or marginal distributions, utilizing polynomial approximations and “curve fitting,” and compensating for suggest reversion. The authors additionally boost potent prototype versions that may be positioned to instant use, with real-time examples of the versions in action.

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Advanced Option Pricing Models: An Empirical Approach to Valuing Options by Jeffrey Owen Katz,Donna McCormick

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