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

General Equilibrium Option Pricing Method: Theoretical and Empirical Study

General Equilibrium Option Pricing Method: Theoretical and Empirical Study

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9789811074288
Condition
New
Product Description

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.

Available Colors
Available Sizes
1 Offer Price Range: $84.99 - $84.99
BEST PRICE

Single Product Purchase

$76.50
@ Link.springer.com with extra coupon Get Coupon & BUY

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
$84.99 $84.99

10% OFF
This deals requires coupon Get Code Here
$76.50
See Site In stock Visit Store

Similar Products

Industrial Investment in Europe: Economic Theory and Measurement

$39.99

Mechanical Simulation with MATLAB

$89.99

Boundary Value Problems

$44.99

Emerging Topics and Controversies in Neonatology

$199.99

Emilie du Chtelet between Leibniz and Newton

$109.99

Unberechenbare Umwelt

$64.99

Intelligent Systems and Applications

$149.00

CSR im Gesundheitswesen

$37.99

Anaerobic Digestion Processes

$139.99

Katherine Mansfield and the Modernist Marketplace

$54.99

Mediation als Wissenschaftszweig

$79.99

Flex 3 Component Solutions

$44.99

Mechanics of Curved Composites

$109.99

Parental Involvement in Childhood Education

$79.99

Lymphedema

$109.99

Methods in Non-Aqueous Enzymology

$169.99

Comorbidities in Headache Disorders

$109.99

Low-Power CMOS Wireless Communications

$169.99

Disks and Outflows Around Young Stars

$84.99

Fortschritte der Chemie Organischer Naturstoffe / Progress in the Chemistry of Organic Natural Produ

$39.99

Patterns of Parental Behavior

$84.99

Stability Analysis of Nonlinear Systems

$84.99

Applied Algebra, Algebraic Algorithms and Error-Correcting Codes

$39.99

Speaking of Forms of Life

$109.99

Strategische Absatzmarktplanung

$59.99

AC Electrical Circuit Analysis

$54.99

Physics from Symmetry

$39.99

Betriebswirtschaftliches Controlling

$39.99

Freiheit und Sachzwang

$69.99

Geld und asymmetrische Information

$69.99

Eye Gaze in Intelligent User Interfaces

$109.99

Euro-Par 2018: Parallel Processing

$39.99

Language Put to Work

$19.99

The Europeanization of National Foreign Policy

$39.99

A Future Economy for All

$34.99

Frauen mit Macht

$32.99

Literature and Meat Since 1900

$139.99

The Politics of International Environmental Management

$129.00

Sicherheit von Webanwendungen in der Praxis

$59.99

Smart Education and Smart e-Learning

$169.99