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...
| Main Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2015, 2015
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| Edition: | 1st ed. 2015 |
| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Introduction
- 1 The Time Series Toolbox for Financial Returns
- 2 The Stochastic Discount Factor Approach
- 3 Empirical Performances
- Mathematical Appendix
- Index