Overview
- A unique presentation of a new approach to option pricing
- Useful and replicable information for audiences having limited to advanced knowledge on option pricing
- Provides actual applications to real option prices, along comparison of the methods with existing competing approaches
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Table of contents (4 chapters)
Keywords
About this book
Authors and Affiliations
Bibliographic Information
Book Title: A Time Series Approach to Option Pricing
Book Subtitle: Models, Methods and Empirical Performances
Authors: Christophe Chorro, Dominique Guégan, Florian Ielpo
DOI: https://doi.org/10.1007/978-3-662-45037-6
Publisher: Springer Berlin, Heidelberg
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2015
Hardcover ISBN: 978-3-662-45036-9Published: 18 December 2014
Softcover ISBN: 978-3-662-52240-0Published: 10 September 2016
eBook ISBN: 978-3-662-45037-6Published: 04 December 2014
Edition Number: 1
Number of Pages: XVI, 188
Number of Illustrations: 30 b/w illustrations, 1 illustrations in colour
Topics: Finance, general, Macroeconomics/Monetary Economics//Financial Economics, Quantitative Finance, Statistics for Business, Management, Economics, Finance, Insurance