Advanced Option Pricing Models

Know about the book -

Advanced Option Pricing Models is written by Jeffrey Owen Katz and published by McGraw Hill Professional. It's available with International Standard Book Number or ISBN identification 0071454705 (ISBN 10) and 9780071454704 (ISBN 13).

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 also develop effective prototype models that can be put to immediate use, with real-time examples of the models in action.