A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances - Christophe Chorro - Bøger - Springer-Verlag Berlin and Heidelberg Gm - 9783662450369 - 18. december 2014
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A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances 2015 edition

Christophe Chorro

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A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances 2015 edition

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

Medie Bøger     Hardcover bog   (Bog med hård ryg og stift omslag)
Udgivet 18. december 2014
ISBN13 9783662450369
Forlag Springer-Verlag Berlin and Heidelberg Gm
Antal sider 188
Mål 155 × 235 × 13 mm   ·   467 g
Sprog Engelsk