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

• Κύριοι συγγραφείς: Chorro, Christophe (Συγγραφέας), Guégan, Dominique (Συγγραφέας), Ielpo, Florian (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2015.
• Θέματα: Finance.; Economics, Mathematical.; Statistics.; Macroeconomics.; Finance, general.; Macroeconomics/Monetary Economics//Financial Economics.; Quantitative Finance.; Statistics for Business/Economics/Mathematical Finance/Insurance.

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...

Πίνακας περιεχομένων:

• Introduction
• 1 The Time Series Toolbox for Financial Returns
• 2 The Stochastic Discount Factor Approach
• 3 Empirical Performances
• Mathematical Appendix
• Index.