General Equilibrium Option Pricing Method: Theoretical and Empirical Study - Jian Chen - Books - Springer Verlag, Singapore - 9789811339509 - December 29, 2018
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General Equilibrium Option Pricing Method: Theoretical and Empirical Study Softcover reprint of the original 1st ed. 2018 edition

Jian Chen

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General Equilibrium Option Pricing Method: Theoretical and Empirical Study Softcover reprint of the original 1st ed. 2018 edition

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

Media Books     Paperback Book   (Book with soft cover and glued back)
Released December 29, 2018
ISBN13 9789811339509
Publishers Springer Verlag, Singapore
Pages 164
Dimensions 277 g
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