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General Equilibrium Option Pricing Method: Theoretical and Empirical Study

General Equilibrium Option Pricing Method: Theoretical and Empirical Study


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About the Book

Chapter1.Introduction.- Chapter2.General Equilibrium Option Pricing Models.- Chapter3.Simulation Comparison.- Chapter4.Empirical Comparison.- Chapter5.Fanning Preference and Option Pricing.- Chapter6.Jump Size Distribution and Option Pricing.- Chapter7.Risk Aversion Estimated From Variance Risk Premium.-Chapter8.Predictability of Variance Risk Premium: Hong Kong Evidence.- Chapter9.Predictability of Variance Risk Premium: Other International Evidence.- Chapter10.Predictability of Variance Risk Premium: A Comparison Study.- Chapter11.Conclusions.


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Product Details
  • ISBN-13: 9789811339509
  • Publisher: Springer
  • Binding: Paperback
  • Language: English
  • Returnable: N
  • Weight: 258 gr
  • ISBN-10: 9811339503
  • Publisher Date: 29 Dec 2018
  • Height: 234 mm
  • No of Pages: 164
  • Spine Width: 10 mm
  • Width: 156 mm


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