||14 of 29 people found the following review helpful.| Option Analysis for Trading Systems|By Michael L. Barna|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 dept|From the Back Cover|Innovative 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 an
Advanced 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 “curve fitting,” and compensating for mean reversion. The authors...
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You can specify the type of files you want, for your device.Advanced Option Pricing Models | Jeffrey Owen Katz, Donna McCormick. Just read it with an open mind because none of us really know.
