Advanced Option Pricing Models details specific conditions under which current option pricing models fail to provide accurate price estimates and then shows opt

Provides a thorough discussion of volatility, the most important aspect of options trading. Shows how to identify mispriced options and to construct volatility

Accompanying CD-ROM contains ... "all pricing formulas, with VBA code and ready-to-use Excel spreadsheets and 3D charts for Greeks (or Option Sensitivities)."--

Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing is the first book that applies advanced analytical and geometrical methods used

This book thoroughly explains the options markets. Moreover, the work contains several unique features, including computer codes to calculate changes in options