1. Forside
  2. Bøger
  3. Engelske bøger
  4. Monetær økonomi
  5. Finans
  6. Sandsynlighedsregning og statistik
  7. A Time Series Approach to Option Pricing: Models, Methods and...

A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances

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

Når du handler på WilliamDam.dk, betaler du den pris du ser.

  • Ingen gebyrer
  • Ingen abonnementer
  • Ingen bindingsperioder

Relaterede kategorier

Finans Monetær økonomi Sandsynlighedsregning og statistik
  = Emner / kategorier
  = Sektioner / guides
  = Specialsider
  = Kampagner

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.

Læsernes anmeldelser (0)

Alle detaljer

Forlag Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Forfattere Christophe Chorro, Dominique Guegan, Florian Ielpo
Type Bog
Format Hardback
Sprog Engelsk
Udgave 2015 ed.
Udgivelsesdato 18-12-2014
Første udgivelsesår 2014
Illustrationer 1 Illustrations, color; 30 Illustrations, black and white
Originalsprog Germany
Sideantal 188
Indbinding Hardback
Forlag Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Sideoplysninger 188 pages, 1 Illustrations, color; 30 Illustrations, black and white
Mål 235 x 155
ISBN-13 / EAN-13 9783662450369