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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| Corporate Author: | |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2015.
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| Edition: | 1st ed. 2015. |
| Subjects: | |
| Online Access: | https://doi.org/10.1007/978-3-662-45037-6 |
Table of Contents:
- Introduction
- 1 The Time Series Toolbox for Financial Returns
- 2 The Stochastic Discount Factor Approach
- 3 Empirical Performances
- Mathematical Appendix
- Index.