Kontakt
Jak kupować
Dostawa
Doradca ds. zakupów
Time Series Approach to Option Pricing
Models, Methods and Empirical Performances
Angielski
125 b
Nawet do 30 dni na zwrot
Klienci kupili także
/
Miękka
170.45
zł
/
Miękka
203.62
zł
/
Miękka
66.84
zł
/
Miękka
51.44
zł
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 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. The reader then learns what it takes to understand and implement these option pricing models based on time series analysis in a self-contained way. The discussion covers modeling choices available to the quantitative analyst, as well as the tools to decide upon a particular model based on the historical datasets of financial returns. The reader is then guided into numerical deduction of option prices from these models and illustrations with real examples are used to reflect the accuracy of the approach using datasets of options on equity indices.
Informacje o książce
Angielski
Podaruj tę książkę jeszcze dziś
To łatwe
1 Dodaj książkę do koszyka i wybierz „dostarczyć jako prezent” 2 W odpowiedzi wyślemy Ci bon 3 Książka dotrze na adres obdarowanegoMogłoby Cię także zainteresować
/
Miękka
75.77
zł
/
Miękka
100.21
zł
/
Miękka
118.70
zł
/
Miękka
63.25
zł
/
Miękka
66.12
zł
Cześć! Jestem Libroamiko, Twój doradca książkowy.
Jak mogę Ci pomóc?