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

The current world financial scene indicates at an intertwined and interdependent relationship between financial market activity and economic health. This book explains how the economic messages delivered by the dynamic evolution of financial asset returns are strongly related to option prices. The B...

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Bibliographic Details
Main Authors: Chorro, Christophe (Author), Guégan, Dominique (Author), Ielpo, Florian (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2015.
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Online Access:Full Text via HEAL-Link

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