Advanced Option Pricing Models

by Jeffrey Owen Katz and Donna McCormick

Book Overview

"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... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 0071626441
• ISBN13: 9780071626446
• Release Date: February 2005
• Publisher: McGraw-Hill
• Length: 452 Pages
• Weight: 1.32 lbs.
• Dimensions: 0.9" x 6.0" x 9.0"