Capa do artigo General Equilibrium Option Pricing Method: Theoretical And Empirical Study
10% OFF

General Equilibrium Option Pricing Method: Theoretical And Empirical Study eBook

by Jian Chen
language: english
Publisher: Springer Nature Singapore, April of 2018 ‧
118,59€
10% OFF CARD
IMMEDIATE AVAILABILITY
Ebook for ADE
This book mainly addresses the general equilibrium asset pricing method in two aspects: option pricing and variance risk premium. In the presence of jump, investors impose more weights on the jump risk than the volatility risk, and as a result, investors require more jump risk premium which generates a pronounced volatility smirk.

General Equilibrium Option Pricing Method: Theoretical And Empirical Study

by Jian Chen

Property Description
ISBN: 9789811074288
Publisher: Springer Nature Singapore
Release Date: April of 2018
Language: English
Format: eBook
File Format and Compatibility:
Collection: Economics And Finance
Categories: eBooks in English > Economics, Finance and Accounting > Economy
EAN: 9789811074288
Acessibilidade: Ver características de acessibilidade indicadas pelo editor

BOOKS FROM THE SAME COLLECTION

SEE MORE TITLES FROM THIS COLLECTION

JIAN CHEN

SEE MORE TITLES BY THIS AUTHOR