Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

A Time Series Approach to Option Pricing

A Time Series Approach to Option Pricing

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783662450369
Condition
New
Product Description

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 Scholesframeworkis 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 learnswhat it takes to understand and implement these option pricing models based on time series analysis in a self-contained way.The discussion coversmodeling choices available to the quantitative analyst, as well as the tools to decide upon a particular modelbased onthe historical datasets of financial returns. The reader is then guided intonumerical deduction of option pricesfrom these models andillustrations with real examples are used to reflect the accuracy of the approach using datasets of options on equity indices.

Available Colors
Available Sizes
1 Offer Price Range: $39.99 - $39.99
BEST PRICE

Single Product Purchase

$39.99
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$39.99 $39.99

$39.99
See Site In stock Visit Store

Similar Products

China's Transition to a Global Economy

$109.99

The Security of Iceland and the Arctic 2030

$119.99

Imitators of epileptic seizures

$49.99

Teachers as Learners

$129.00

Radiological Anatomy for FRCR Part 1

$34.99

Word Perfect Schritt fr Schritt

$69.99

Die moderne Parfumerie

$79.99

The Future of Financial Markets

$109.99

The Cultural Memory of Africa in African American and Black British Fiction, 1970-2000

$139.99

Creating Economic Stability Amid Global Uncertainty

$179.99

Hybrid Predictive Control for Dynamic Transport Problems

$84.99

Global Encounters

$84.99

Current Perspectives and Future Directions in Palliative Medicine

$39.99

Heat Stress and Animal Productivity

$109.99

Smart Cities

$84.99

Geologischer Fhrer durch die Lneburger Heide

$59.99

Keynes, Pigou and Cambridge Keynesians

$169.99

Variational and Topological Methods in the Study of Nonlinear Phenomena

$109.99

The Age of Resilience- Reimagining Existence on a Rewilding Earth by Jeremy Rifkin

$29.99

Mathematics for Earth Science and Geography

$54.99

Politische Kommunikation in Deutschland

$29.99

Cuentos con sazn

$3.74

Shell Shock

$54.99

Probiotics and Bioactive Carbohydrates in Colon Cancer Management

$84.99

Democratisation against Democracy

$99.99

Films of Nicholas Roeg

$59.99

Field Margin Vegetation and Socio-Ecological Environment

$84.99

Votes, Parties, and Seats

$39.99

Flexible Dienstleistungsarbeit gesundheitsfrderlich gestalten

$49.99

Spinal Tumor Surgery

$109.00

Vaccine Adjuvants

$149.00

Angewandte Szenenanalyse

$69.99

Characterization and Design of Zeolite Catalysts

$109.99

Corporate Governance fr Krankenhuser

$84.99

Abschlussprfung Teil II

$34.99

Compressed Earth Block & Rammed Earth Structures

$179.99

Decision-Oriented Educational Research

$84.99

Mathematiklernen zwischen Anwendung und Struktur

$74.99

Managing Corporate Innovation

$169.99

Evidence-Based Herbal and Nutritional Treatments for Anxiety in Psychiatric Disorders

$129.99