An edition of Advanced option pricing models (2005)

Advanced option pricing models

an empirical approach to valuing options

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Last edited by CoverBot
May 16, 2020 | History
An edition of Advanced option pricing models (2005)

Advanced option pricing models

an empirical approach to valuing options

  • 0 Ratings
  • 0 Want to read
  • 0 Currently reading
  • 0 Have read

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Publish Date
Publisher
McGraw-Hill
Language
English
Pages
437

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Previews available in: English

Edition Availability
Cover of: Advanced option pricing models
Advanced option pricing models: an empirical approach to valuing options
2005, McGraw-Hill
electronic resource : in English

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Book Details


Table of Contents

A review of option basics
Fair value and efficient price
Popular option pricing models
Statistical moments of stock returns
Estimating future volatility
Pricing options with conditional distributions
Neural networks, polynomial regressions, and hybrid pricing models
Volatility revisited
Option prices in the marketplace.

Edition Notes

Title from e-book title screen (viewed on Aug. 26, 2005).

Includes bibliographical references (p. 425-428) and index.

Electronic access restricted to subscribers.

Text (HTML/netLibrary eBook) and search engine.

Electronic data. Boulder, Colo. : NetLibrary, 2005.

Mode of access: Intranet.

System requirements for online version: netLibrary eBook Reader (for off-line reading) ; Windows 95/98/NT 4.0 or higher ; Pentium 100, 32 MB RAM, 20MB free disk space ; not available for WebTV, Macintosh, Unix or Linux.

Available for non-commercial, internal use by students, staff, and faculty for academic and research purposes only.

Published in
New York

Classifications

Dewey Decimal Class
332.632283
Library of Congress
HG6024.A3 K387 2005eb

The Physical Object

Format
[electronic resource] :
Pagination
ix, 437 p. :
Number of pages
437

ID Numbers

Open Library
OL25537048M
Internet Archive
advancedoptionpr00katz_126
ISBN 10
0071454705
OCLC/WorldCat
61357545

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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
May 16, 2020 Edited by CoverBot Added new cover
July 28, 2014 Created by ImportBot Imported from Internet Archive item record.