Advanced option pricing models :an empirical approach to valuing options

• 作者: Katz, Jeffrey Owen.
• 其他作者: McCormick, Donna L.
• 出版: New York : McGraw-Hill ©2005.
• 稽核項: 1 online resource (ix, 437 pages) :illustrations.
• 標題: Wiskundige modellen. , Optionspreistheorie , Options (Finances) , PricesMathematical models. , PrixModèles mathématiques. , Options (Finance) Prices -- Mathematical models. , Options (Finance) , Options (Finances) Prix -- Modèles mathématiques. , Bewertung , Investments & SecuritiesOptions. , Electronic books. , Samfundsvidenskab Økonomi. , BUSINESS & ECONOMICS Investments & Securities -- Options. , Optiehandel. , BUSINESS & ECONOMICS
• ISBN: 0071406050 , 9780071406055
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• 附註: Includes bibliographical references (pages 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.
• 電子資源: https://dbs.tnua.edu.tw/login?url=https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=138323
• 系統號: 005319454
• 資料類型: 電子書
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• 引用網址: 複製連結
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