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A Time Series Approach To Option Pricing

Models, Methods And Empirical Performances

by Dominique Guegan, Christophe Chorro e Florian Ielpo
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, December of 2014 ‧
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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.

A Time Series Approach To Option Pricing

Models, Methods And Empirical Performances

by Dominique Guegan, Christophe Chorro e Florian Ielpo

Property Description
ISBN: 9783662450369
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG
Release Date: December of 2014
Dimensions: 155 x 235 x 13 mm
Cover: Hardcover
Pages: 188
Format: Book
Categories: Books in English > Economics, Finance and Accounting > Economy
EAN: 9783662450369