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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| Main Authors: | , , |
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| Format: | Book |
| Language: | English |
| Published: |
Berlin :
Springer,
[2015]
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| Subjects: | |
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Table of Contents:
- 1. Introduction
- 2. The Time Series Toolbox for Financial Returns
- 3. From time series of returns to option prices: the schochastic discount factor approach
- 4. Empirical performances of discrete time series models
- Mathematical Appendix
- Index