General Equilibrium Option Pricing Method: Theoretical and Empirical Study
Häftad, Engelska, 2018
1 419 kr
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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.
Produktinformation
- Utgivningsdatum2018-12-29
- Mått155 x 235 x undefined mm
- FormatHäftad
- SpråkEngelska
- Antal sidor164
- FörlagSpringer Verlag, Singapore
- ISBN9789811339509
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