Christophe Chorro - Böcker
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2 produkter
2 produkter
Time Series Approach to Option Pricing
Models, Methods and Empirical Performances
Inbunden, Engelska, 2014
536 kr
Skickas inom 10-15 vardagar
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.
Time Series Approach to Option Pricing
Models, Methods and Empirical Performances
Häftad, Engelska, 2016
536 kr
Skickas inom 10-15 vardagar
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.