#2909753 in eBooks 2005-03-21 2005-03-21File Name: B001E662NI
14 of 29 people found the following review helpful. Option Analysis for Trading SystemsBy Michael L. BarnaKatz's book on Advanced Options Pricing offers traders additional insight into limitations and errors found in traditional pricing models. For those of us that write mechanical options trading systems, particularly combination models, Jeff's book is a must read. If you are an options price researcher looking for in depth advanced pricingmodel discovery, analysis and mathematics, this book iFrom the Back CoverInnovative modeling techniques that overcome fundamental flaws in Black-Scholes and other option pricing models "An intriguing, in-depth look at what really constitutes option pricing theory. Plus, some interesting thoughts on projecting and assessing volatility. A must read forAdvanced 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 models for better pricing in a wider range of market conditions. Model-building steps cover options pricing under conditional or marginal distributions, using polynomial approximations and ldquo;curve fitting,rdquo; and compensating for mean reversion. The authors also develop effective prototype mod... [PDF.hd27] Advanced Option Pricing Models Rating: 4.60 (786 Votes)
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You easily download any file type for your device.Advanced Option Pricing Models | Jeffrey Owen Katz, Donna McCormick. I have read it a couple of times and even shared with my family members. Really good. Couldnt put it down.
