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Advanced option pricing models = an empirical approach to valuing options /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Advanced option pricing models/ Jeffrey Katz, Donna L. McCormick.
Reminder of title:	an empirical approach to valuing options /
Author:	Katz, Jeffrey Owen.
other author:	McCormick, Donna L.
Published:	New York :McGraw-Hill, : c2005.,
Description:	ix, 437 p. :ill. ;24 cm.
Notes:	Title from e-book title screen (viewed on Aug. 26, 2005).
[NT 15003449]:	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.
Subject:	Options (Finance) - Prices -
Online resource:	https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=138323An electronic book accessible through the World Wide Web; click for information
ISBN:	0071454705 (electronic bk.)

Advanced option pricing models = an empirical approach to valuing options /
Katz, Jeffrey Owen.

Advanced option pricing modelsan empirical approach to valuing options /[electronic resource] :Jeffrey Katz, Donna L. McCormick. - New York :McGraw-Hill,c2005. - ix, 437 p. :ill. ;24 cm.

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

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

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.

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

Available via World Wide Web.

ISBN: 0071454705 (electronic bk.)Subjects--Topical Terms:

688603
Options (Finance)
--PricesIndex Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HG6024.A3 / K387 2005eb

Dewey Class. No.: 332.632283

Advanced option pricing models = an empirical approach to valuing options /
LDR:01520nmm a2200277 a 45 001 758737
003 OCoLC
005 20080506
006 m d
007 cr cnu---unuuu
008 250519s2005 nyua sb 001 0 eng d
020 $a 0071454705 (electronic bk.)
035 $a ocm61357545
035 $a 758737
040 $a N $c N
049 $a AMFA
050 1 4 $a HG6024.A3 $b K387 2005eb
082 0 4 $a 332.632283 $2 22
100 $a Katz, Jeffrey Owen. $3 856532
245 1 0 $a Advanced option pricing models $h [electronic resource] : $b an empirical approach to valuing options / $c Jeffrey Katz, Donna L. McCormick.
260 $a New York : $c c2005. $b McGraw-Hill,
300 $a ix, 437 p. : $b ill. ; $c 24 cm.
500 $a Title from e-book title screen (viewed on Aug. 26, 2005).
504 $a Includes bibliographical references (p. 425-428) and index.
505 0 $a 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.
533 $a Electronic reproduction. $b Boulder, Colo. : $c NetLibrary, $d 2005. $n Available via World Wide Web. $n Access may be limited to NetLibrary affiliated libraries.
650 $a Options (Finance) $x Prices $x Mathematical models. $3 688603
655 $a Electronic books. $2 lcsh $3 542853
700 $a McCormick, Donna L. $3 856531
710 $a NetLibrary, Inc. $3 542851
856 4 0 $3 Bibliographic record display $u https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=138323 $z An electronic book accessible through the World Wide Web; click for information
994 $a 92 $b AMF