General Equilibrium Option Pricing Method: Theoretical and Empirical Study
(Bog, Paperback / softback, Engelsk)
Forlag:
Springer Verlag, Singapore
- Type: Bog
- Format: Paperback / softback
-
Sprog:
Engelsk
- ISBN-13: 9789811339509
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Beskrivelse
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.
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| Forlag | Springer Verlag, Singapore |
| Forfatter | Jian Chen |
| Type | Bog |
| Format | Paperback / softback |
| Sprog | Engelsk |
| Udgave | Softcover Reprint of the Original 1st 2018 ed. |
| Udgivelsesdato | 29-12-2018 |
| Første udgivelsesår | 2018 |
| Illustrationer | 10 Illustrations, color; 21 Illustrations, black and white; XI, 164 p. 31 illus., 10 illus. in color. |
| Originalsprog | Singapore |
| Sideantal | 164 |
| Indbinding | Paperback / softback |
| Forlag | Springer Verlag, Singapore |
| Sideoplysninger | 164 pages, 10 Illustrations, color; 21 Illustrations, black and white; XI, 164 p. 31 illus., 10 illu |
| Mål | 235 x 155 |
| ISBN-13 / EAN-13 | 9789811339509 |