A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances - Christophe Chorro - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783662522400 - September 10, 2016
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Christophe Chorro
A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances Softcover reprint of the original 1st ed. 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.

204 pages, 30 black & white illustrations, 1 colour illustrations, 22 black & white tables, biograph

Media Books     Paperback Book   (Book with soft cover and glued back)
Released September 10, 2016
ISBN13 9783662522400
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 188
Dimensions 155 × 235 × 11 mm   ·   294 g
Language German  

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