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A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances Christophe Chorro 2015 edition
A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances
Christophe Chorro
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.
188 pages, 30 black & white illustrations, 1 colour illustrations, 22 black & white tables, biograph
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 18 de diciembre de 2014 |
| ISBN13 | 9783662450369 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 188 |
| Dimensiones | 155 × 235 × 13 mm · 467 g |
| Lengua | Inglés |