Povej prijatelju o tem izdelku:
A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances Christophe Chorro 2015 edition
A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances
Christophe Chorro
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
| Medij | Knjige Hardcover Book (Knjiga s trdim hrbtom in platnicami) |
| Izdano | 18. decembra 2014 |
| ISBN13 | 9783662450369 |
| Založniki | Springer-Verlag Berlin and Heidelberg Gm |
| Strani | 188 |
| Dimenzije | 162 × 244 × 18 mm · 438 g |
| Jezik | Angleščina |
Božična darila lahko vrnete do 31. januarja