A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances - Christophe Chorro - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783662450369 - December 18, 2014
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Christophe Chorro
A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances 2015 edition

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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

Media Books     Hardcover Book   (Book with hard spine and cover)
Released December 18, 2014
ISBN13 9783662450369
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 188
Dimensions 155 × 235 × 13 mm   ·   467 g
Language English  

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