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Introduction

Chapter 1 A Review of Options Basics

Chapter 2 Fair Value and Efficient Price

Chapter 3 Popular Option Pricing Models

Chapter 4 Statistical Moments of Stock returns

Chapter 5 Estimating Future Volatility

Chapter 6 Pricing Options with Conditional Distributions

Chapter 7 Neural Networks, Polynomial Regressions, and Hybrid Pricing Models

Chapter 8 Volatility Revisited

Chapter 9 Option Prices in the Marketplace

Conclusion

Notice : Companion Software Available

Bibliography

Index

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Advanced option pricing models : an empirical approach to valuing options 이용현황 표 - 등록번호, 청구기호, 권별정보, 자료실, 이용여부로 구성 되어있습니다.
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Advanced Option Pricing Models details specific conditionsunder which current option pricing models fail to provideaccurate price estimates and then shows option traders how toconstruct improved models for better pricing in a wider rangeof market conditions. Model-building steps cover options pricingunder conditional or marginal distributions, using polynomialapproximations and “curve fitting,” and compensating formean reversion. The authors also develop effective prototypemodels that can be put to immediate use, with real-time examplesof the models in action.