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A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances Christophe Chorro 2015 edition
A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances
Christophe Chorro
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.
188 pages, 30 black & white illustrations, 1 colour illustrations, 22 black & white tables, biograph
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2014. gada 18. decembris |
| ISBN13 | 9783662450369 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 188 |
| Izmēri | 155 × 235 × 13 mm · 467 g |
| Valoda | Angļu |
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Skatīt visus Christophe Chorro ( piem., Hardcover Book un Paperback Book )