{"product_id":"9780071626446","title":"Advanced Option Pricing Models","description":"\u003cp\u003e\u003ci\u003eAdvanced Option Pricing Models\u003c\/i\u003e 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.\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cb\u003eJeffrey Owen Katz, Ph.D.\u003c\/b\u003e, is founder and president of Scientific Consultant Services, Inc. He is also a consultant and trader who applies advanced technology to modeling and trading the markets. The author of dozens of articles for \u003cu\u003eTechnical Analysis of Stocks and Commodities\u003c\/u\u003e and \u003cu\u003eFutures\u003c\/u\u003e, Katz is the coauthor (with Donna L. McCormick) of \u003cu\u003eThe Encyclopedia of Trading Strategies\u003c\/u\u003e and \u003cu\u003eHow to Start Day Trading Futures, Options, and Indices\u003c\/u\u003e.\u003c\/p\u003e\u003cp\u003e\u003cb\u003eDonna L. McCormick\u003c\/b\u003e is vice president of Scientific Consultant Services, Inc. She has coauthored numerous works with Katz and was a contributing writer for \u003cu\u003eTechnical Analysis of Stocks and Commodities\u003c\/u\u003e.\u003c\/p\u003e\u003cp\u003eReaders are invited to contact the authors at www.scientific-consultants.com.\u003c\/p\u003e  ","brand":"McGraw-Hill Companies, The","offers":[{"title":"Default Title","offer_id":49977169379568,"sku":"9780071626446","price":85.0,"currency_code":"USD","in_stock":false}],"url":"https:\/\/shop-qa.barnesandnoble.com\/products\/9780071626446","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}