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A Time Series Approach to Option Pricing
- Models, Methods and Empirical Performances
Engelsk
Bogcover for A Time Series Approach to Option Pricing af Florian Ielpo, Dominique Guegan, Christophe Chorro, 9783662450369
Specifikationer
Sprog:
Engelsk
Sider:
188
ISBN-13:
9783662450369
Indbinding:
Hardback
ISBN-10:
3662450364
Kategori:
Udg. Dato:
18 dec 2014
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
18 dec 2014

A Time Series Approach to Option Pricing

- Models, Methods and Empirical Performances
Engelsk
Hardback 2014
Format:

Bog beskrivelse
The Black Scholes framework is introduced and by underlining its shortcomings, an alternative approach is presented that has emerged over the past ten years of academic research, an approach that is much more grounded on a realistic statistical analysis of data rather than on ad hoc tractable continuous time option pricing models.
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Specifikationer
Sprog:
Engelsk
Sider:
188
ISBN-13:
9783662450369
Indbinding:
Hardback
ISBN-10:
3662450364
Kategori:
Udg. Dato:
18 dec 2014
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
18 dec 2014
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