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Hoofdkenmerken

Auteur:	Chen, Jian
Titel:	General Equilibrium Option Pricing Method: Theoretical and Empirical Study
Uitgever:	Springer Verlag, Singapore
ISBN:	9789811339509
Editie:	Softcover Reprint of the Original 1st 2018 ed.
Land van oorsprong:	Singapore
Prijs:	€ 113,98
Verschijningsdatum:	29-12-2018
Bericht:	Langere levertijd (2-3 weken)

Inhoudelijke kenmerken

Categorie:	Public finance
Geillustreerd:	10 Illustrations, color; 21 Illustrations, black and white; XI, 164 p. 31 illus., 10 illus. in color.

Technische kenmerken

Verschijningsvorm:	Paperback / softback
Paginas:	164
Hoogte mm.:	235
Breedte mm.:	155

 

Inhoud:

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.

 

Inhoudsopgave:

Singapore