General Equilibrium Option Pricing Method: Theoretical and Empirical Study - Jian Chen - Knjige - Springer Verlag, Singapore - 9789811339509 - 29. decembra 2018
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Jian Chen
General Equilibrium Option Pricing Method: Theoretical and Empirical Study Softcover Reprint of the Original 1st 2018 edition

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This book mainly addresses the general equilibrium asset pricing method in two aspects: option pricing and variance risk premium. In the presence of jump, investors impose more weights on the jump risk than the volatility risk, and as a result, investors require more jump risk premium which generates a pronounced volatility smirk.

164 pages, 10 Illustrations, color; 21 Illustrations, black and white; XI, 164 p. 31 illus., 10 illu

Medij Knjige     Paperback Book   (Knjiga z mehkimi platnicami in lepljenim hrbtom)
Izdano 29. decembra 2018
ISBN13 9789811339509
Založniki Springer Verlag, Singapore
Strani 164
Dimenzije 150 × 220 × 10 mm   ·   258 g

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