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Hoofdkenmerken

Auteur:	Chen, Jian
Titel:	General Equilibrium Option Pricing Method: Theoretical and Empirical Study
Uitgever:	Springer Verlag, Singapore
ISBN:	9789811074271
ISBN boekversie:	9789811074288
Serie:	164 pages, 10 Illustrations, color; 21 Illustrations, black and white; XI, 164 p. 31 illus., 10 illu
Editie:	1st ed. 2018
Prijs:	€ 113.13
Verschijningsdatum:	20-04-2018
Bericht:	Langere levertijd (2-3 weken)

Inhoudelijke kenmerken

Leesniveau:	General (US: Trade)
Categorie:	Investment & securities
Geillustreerd:	10 Illustrations, color; 21 Illustrations, black and white; XI, 164 p. 31 illus., 10 illus. in color.

Technische kenmerken

Verschijningsvorm:	Hardback
Paginas:	164
Gewicht gr.:	436

 

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