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A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances Christophe Chorro Softcover reprint of the original 1st ed. 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.
204 pages, 30 black & white illustrations, 1 colour illustrations, 22 black & white tables, biograph
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 10 de septiembre de 2016 |
| ISBN13 | 9783662522400 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 188 |
| Dimensiones | 155 × 235 × 11 mm · 294 g |
| Lengua | Alemán |