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General Equilibrium Option Pricing Method: Theoretical And Empirical Study
idioma: inglês
Editor:
SPRINGER VERLAG, SINGAPORE, dezembro de 2018 ‧
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9789811339509 |
| Editor: | SPRINGER VERLAG, SINGAPORE |
| Data de Lançamento: | dezembro de 2018 |
| Idioma: | Inglês |
| Dimensões: | 155 x 235 x 20 mm |
| Encadernação: | Capa mole |
| Páginas: | 164 |
| Tipo de produto: | Livro |
| Classificação Temática: |
Livros em Inglês
>
Economia, Finanças e Contabilidade
>
Economia
|
| EAN: | 9789811339509 |
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