Download Advanced Option Pricing Models PDF Free - Full Version
Download Advanced Option Pricing Models by Jeffrey Owen Katz, Donna McCormick in PDF format completely FREE. No registration required, no payment needed. Get instant access to this valuable resource on PDFdrive.to!
About Advanced Option Pricing Models
Katz'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 is probably not for you. However, if you are looking at ways to improve your existing models thus converging the error between empirically derived options system equity curves and those equity curves derived from options models, you should read this book. As most traders know, efficient entry and exit points in the market often occur during periods when pricing models break down, so the more you can learn about options behavior during this transient period, the better your overall trading system will be.
Detailed Information
Author: | Jeffrey Owen Katz, Donna McCormick |
---|---|
Publication Year: | 2005 |
ISBN: | 71406050 |
Pages: | 449 |
Language: | English |
File Size: | 1.705 |
Format: | |
Price: | FREE |
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