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Advanced option pricing models = an ...

McCormick, Donna L.

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

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Advanced option pricing models/ Jeffrey Katz, Donna L. McCormick.
其他題名:	an empirical approach to valuing options /
作者:	Katz, Jeffrey Owen.
其他作者:	McCormick, Donna L.
出版者:	New York :McGraw-Hill, : c2005.,
面頁冊數:	ix, 437 p. :ill. ;24 cm.
附註:	Title from e-book title screen (viewed on Aug. 26, 2005).
內容註:	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.
標題:	Options (Finance) - Prices -
電子資源:	http://www.netLibrary.com/urlapi.asp?action=summary&v=1&bookid=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 /
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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.
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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
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