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A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances
A Time Series Approach to Option Pricing Models Methods and Empirical Performances
Author: Christophe Chorro, Dominique Guégan, Florian Ielpo
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 und...  more »
ISBN-13: 9783662450369
ISBN-10: 3662450364
Publication Date: 1/14/2015
Pages: 200
Edition: 2015
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Publisher: Springer
Book Type: Hardcover
Members Wishing: 0
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