Artículos relacionados a A Time Series Approach to Option Pricing: Models, Methods...
Sinopsis
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 learns what it takes to understand and implement these option pricing models based on time series analysis in a self-contained way. The discussion covers modeling choices available to the quantitative analyst, as well as the tools to decide upon a particular model based on the historical datasets of financial returns. The reader is then guided into numerical deduction of option prices from these models and illustrations with real examples are used to reflect the accuracy of the approach using datasets of options on equity indices.
"Sinopsis" puede pertenecer a otra edición de este libro.
De la contraportada
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 learns what it takes to understand and implement these option pricing models based on time series analysis in a self-contained way. The discussion covers modeling choices available to the quantitative analyst, as well as the tools to decide upon a particular model based on the historical datasets of financial returns. The reader is then guided into numerical deduction of option prices from these models and illustrations with real examples are used to reflect the accuracy of the approach using datasets of options on equity indices.?
"Sobre este título" puede pertenecer a otra edición de este libro.
Resultados de la búsqueda para A Time Series Approach to Option Pricing: Models, Methods...
Imagen de archivo
Time Series Approach to Option Pricing : Models, Methods and Empirical Performances
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: As New. Unread book in perfect condition. Nº de ref. del artículo: 21979753
Comprar usado
EUR 63,69
Envío por EUR 2,36
Se envía dentro de Estados Unidos de America
Se envía dentro de Estados Unidos de America
Cantidad disponible: 15 disponibles
Imagen de archivo
Chorro:A Time Series Approach to Option (eng)
Impresión bajo demandaLibrería: Brook Bookstore On Demand, Napoli, NA, Italia
Calificación del vendedor: 5 de 5 estrellas
Condición: new. Questo è un articolo print on demand. Nº de ref. del artículo: 2e3e94daaadc917c39df027a4c878188
Comprar nuevo
EUR 46,22
Envío por EUR 30,00
Se envía de Italia a Estados Unidos de America
Se envía de Italia a Estados Unidos de America
Cantidad disponible: Más de 20 disponibles
Imagen del vendedor
A Time Series Approach to Option Pricing
Publicado por
Springer Berlin Heidelberg Dez 2014, 2014
ISBN 10: 3662450364
ISBN 13: 9783662450369
Nuevo
Tapa dura
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Calificación del vendedor: 5 de 5 estrellas
Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 learns what it takes to understand and implement these option pricing models based on time series analysis in a self-contained way. The discussion covers modeling choices available to the quantitative analyst, as well as the tools to decide upon a particular model based on the historical datasets of financial returns. The reader is then guided into numerical deduction of option prices from these models and illustrations with real examples are used to reflect the accuracy of the approach using datasets of options on equity indices. 204 pp. Englisch. Nº de ref. del artículo: 9783662450369
Comprar nuevo
EUR 53,49
Envío por EUR 23,00
Se envía de Alemania a Estados Unidos de America
Se envía de Alemania a Estados Unidos de America
Cantidad disponible: 2 disponibles
Imagen de archivo
Time Series Approach to Option Pricing : Models, Methods and Empirical Performances
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Nº de ref. del artículo: 21979753-n
Comprar nuevo
EUR 77,50
Envío por EUR 2,36
Se envía dentro de Estados Unidos de America
Se envía dentro de Estados Unidos de America
Cantidad disponible: 15 disponibles
Imagen de archivo
A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: New. In English. Nº de ref. del artículo: ria9783662450369_new
Comprar nuevo
EUR 68,09
Envío por EUR 13,34
Se envía de Reino Unido a Estados Unidos de America
Se envía de Reino Unido a Estados Unidos de America
Cantidad disponible: Más de 20 disponibles
Imagen de archivo
A Time Series Approach to Option Pricing: Models, Methods.
Librería: Books Puddle, Woodside, NY, Estados Unidos de America
Calificación del vendedor: 4 de 5 estrellas
Condición: New. Nº de ref. del artículo: 26357391209
Comprar nuevo
EUR 90,37
Envío por EUR 3,56
Se envía dentro de Estados Unidos de America
Se envía dentro de Estados Unidos de America
Cantidad disponible: 4 disponibles
Imagen de archivo
A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances
Librería: Revaluation Books, Exeter, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Hardcover. Condición: Brand New. 2015 edition. 200 pages. 9.50x6.50x0.75 inches. In Stock. Nº de ref. del artículo: x-3662450364
Comprar nuevo
EUR 82,11
Envío por EUR 14,77
Se envía de Reino Unido a Estados Unidos de America
Se envía de Reino Unido a Estados Unidos de America
Cantidad disponible: 2 disponibles
Imagen del vendedor
A Time Series Approach to Option Pricing
Publicado por
Springer Berlin Heidelberg, 2014
ISBN 10: 3662450364
ISBN 13: 9783662450369
Nuevo
Tapa dura
Librería: moluna, Greven, Alemania
Calificación del vendedor: 5 de 5 estrellas
Gebunden. Condición: New. Nº de ref. del artículo: 5227821
Comprar nuevo
EUR 48,37
Envío por EUR 48,99
Se envía de Alemania a Estados Unidos de America
Se envía de Alemania a Estados Unidos de America
Cantidad disponible: Más de 20 disponibles
Imagen de archivo
A Time Series Approach to Option Pricing: Models, Methods.
Impresión bajo demandaLibrería: Majestic Books, Hounslow, Reino Unido
Calificación del vendedor: 4 de 5 estrellas
Condición: New. Print on Demand. Nº de ref. del artículo: 356181174
Comprar nuevo
EUR 90,71
Envío por EUR 7,68
Se envía de Reino Unido a Estados Unidos de America
Se envía de Reino Unido a Estados Unidos de America
Cantidad disponible: 4 disponibles
Imagen del vendedor
A Time Series Approach to Option Pricing : Models, Methods and Empirical Performances
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Calificación del vendedor: 5 de 5 estrellas
Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 learns what it takes to understand and implement these option pricing models based on time series analysis in a self-contained way. The discussion covers modeling choices available to the quantitative analyst, as well as the tools to decide upon a particular model based on the historical datasets of financial returns. The reader is then guided into numerical deduction of option prices from these models and illustrations with real examples are used to reflect the accuracy of the approach using datasets of options on equity indices. Nº de ref. del artículo: 9783662450369
Comprar nuevo
EUR 64,47
Envío por EUR 35,00
Se envía de Alemania a Estados Unidos de America
Se envía de Alemania a Estados Unidos de America
Cantidad disponible: 1 disponibles