【预订】A Time Series Approach to Option Pricing 9783662522400
美国库房发货,通常付款后3-5周到货!
/ 2016-09-10
Product Details 基本信息 ISBN-13 书号 9783662522400 Author 作者 Christophe Chorro Université Paris 1 Panthéon Sorbonne Cent Format 版本 平装-胶订 Pages Number 页数 188页 Publisher 出版社 Springer Berlin Heidelberg Publication Date 出版日期 2016-09-10 Product Dimensions 商品尺寸 9.2 x 6.1 x 0.4 cm Shipping Weight 商品重量 324g Language 语种 英语 Book Contents 内容简介 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 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 reali
¥520.00
【预订】A Time Series Approach to Option Pricing 9783662450369
美国库房发货,通常付款后3-5周到货!
/ 2014-12-18
Product Details 基本信息 ISBN-13 书号 9783662450369 Author 作者 Chorro Format 版本 精装 Pages Number 页数 188页 Publisher 出版社 Springer Berlin Heidelberg Publication Date 出版日期 2014-12-18 Shipping Weight 商品重量 473g Language 语种 英语 Book Contents 内容简介 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 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.?The reader then
¥520.00