Copied General Equilibrium Option Pricing Method: Theoretical and Empirical Study
General Equilibrium Option Pricing Method: Theoretical and Empirical Study
This book mainly addresses the general equilibrium asset pricing method in two aspects: option pricing and variance risk premium. First, volatility smile and smirk is the famous puzzle in option pricing. Different from no arbitrage method, this book applies the general equilibrium approach in explaining the puzzle. In the presence of jump, investors impose more weights on the jump risk than the volatility risk, and as a result, investors require more jump risk premium which generates a pronounced volatility smirk. Second, based on the general equilibrium framework, this book proposes variance risk premium and empirically tests its predictive power for international stock market returns.
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
|
|
$84.99 | $84.99 |
|
$84.99 | See Site | In stock | Visit Store |
Reviews
Questions & Answers
Introduction to the Quantum Yang-Baxter Equation and Quantum Groups: An Algebraic Approach
$39.99
Infektionen und Gesellschaft
$49.99
Rigid Flexibility
$219.99
Information and Communication Technologies in Tourism 2013
$219.99
The Future of Finance
$37.99
Brain Informatics
$54.99
Frontier Information Technology and Systems Research in Cooperative Economics
$219.99
Selected Areas in Cryptography - SAC 2015
$54.99
Existenzgrndung: Praktischer Leitfaden mit vielen Fallbeispielen
$49.99
Global Properties of Linear Ordinary Differential Equations
$109.99
Stable Isotope Techniques in the Study of Biological Processes and Functioning of Ecosystems
$169.99
The Politics of Leverage in International Relations
$54.99
Comparative Policy Studies
$129.99
Problems in Real and Complex Analysis
$109.99
Chasing Your Tail by Kate Mcmurray
$16.99
Research and Practical Issues of Enterprise Information Systems
$169.99
Electron Energy Loss Spectrometers
$39.99
Evapotranspiration in the Soil-Plant-Atmosphere System
$84.99
Democratisation and Institutional Reform in Albania
$109.99
Essentials of Carbohydrate Chemistry
$39.99
Multiparticle Quantum Scattering with Applications to Nuclear, Atomic and Molecular Physics
$39.99
Schulterendoprothetik
$49.99
Mathematik zum Studienbeginn
$37.99
Managing Agile
$39.99
Dark Money and the Politics of School Privatization
$32.99
Intelligent Computing Methodologies
$109.99
Improving Applied Mathematics Education
$84.99
Treasury Management
$59.99
Normal and Abnormal Swallowing
$249.99
Pathophysiology of Cerebral Energy Metabolism
$39.99
Fluid and Thermodynamics
$249.99
An Introduction to Mathematical Relativity
$69.99
Memory and Punishment
$139.99
Transplantationsbiologie
$69.99
Advanced ActionScript 3
$34.99
Logic Synthesis and SOC Prototyping
$109.99
Asymmetry: The Foundation of Information
$54.99
Gesetz ber die Aufwertung von Hypotheken und anderen Ansprchen (Aufwertungsgesetz) vom 16. Juli 19
$59.99
Thermohydraulische Dimensionierung von Solaranlagen
$84.99
David Bowie and Romanticism
$99.00
