Advanced option pricing models
Subtitle: an empirical approach to valuing options
By: Jeffrey Katz, Donna L. McCormick
Contributors: McCormick, Donna L.; NetLibrary, Inc
Publisher: McGraw-Hill
Published: 2005
Place of publication: New York
Language: eng
Format: [electronic resource] :
Number of pages: 437
Subjects: Options (Finance); Prices; Mathematical models
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.
Table of contents: title: A review of option basics; title: Fair value and efficient price; title: Popular option pricing models; title: Statistical moments of stock returns; title: Estimating future volatility; title: Pricing options with conditional distributions; title: Neural networks, polynomial regressions, and hybrid pricing models; title: Volatility revisited; title: Option prices in the marketplace.