A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances (Bog, Paperback / softback, Engelsk)
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A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances

(Bog, Paperback / softback, Engelsk)
Forfattere: Christophe Chorro, Dominique Guegan, Florian Ielpo
Forlag: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

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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.

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Alle detaljer

Forlag Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Forfattere Christophe Chorro, Dominique Guegan, Florian Ielpo
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgave Softcover reprint of the original 1st ed. 2015
Udgivelsesdato 10-09-2016
Første udgivelsesår 2016
Illustrationer 1 Illustrations, color; 30 Illustrations, black and white; XVI, 188 p. 31 illus., 1 illus. in color.
Originalsprog Germany
Sideantal 188
Indbinding Paperback / softback
Forlag Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Sideoplysninger 188 pages, 1 Illustrations, color; 30 Illustrations, black and white; XVI, 188 p. 31 illus., 1 illus
Mål 235 x 155
ISBN-13 / EAN-13 9783662522400