Katz Jeffrey, Mccormick Donna:
Advanced Option Pricing Models
An Empirical Approach To Valuing Options
Mcgraw-Hill Education - Europe (United States), 2005
Hardback, 450 pages
Size: 231x154 mm
ISBN: 9780071406055
ISBN-10: 0071406050
List price: £41.99
You save: 25%
Advanced Option Pricing Models
Offers a look at what constitutes option pricing theory alongwith some thoughts on projecting and assessing volatility. This book explains the arcane mathematical concepts of options pricing. It also shows traders how to design and implement models that are consistent with the distributional quirks of the underlying markets.

