A time series approach to option pricing : models, methods and empirical performances /

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 B...

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Bibliographic Details
Main Authors: Chorro, Christophe (Author), Guegan, Dominique (Author), Ielpo, Florian (Author)
Format: Book
Language:English
Published: Berlin : Springer, [2015]
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Duke University

Holdings details from Duke University
Call Number: HG6024 .C46 2015

Princeton University

Holdings details from Princeton University
Call Number: HG6024 .C46 2015