Download or read book EMPIRICAL EXAMINATION OF THE APT OPTION PRICING MODELS written by and published by . This book was released on 1986 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Option Pricing Using GARCH Models written by Caroline Sasseville and published by . This book was released on 2002 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book An Empirical Examination of the Binomial Option Pricing Model in Valuating Foreign Currency Call Options written by Tong Soon Lee and published by . This book was released on 1987 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Option Pricing Using GARCH Models microform an Empirical Examination written by Sasseville, Caroline and published by Montréal : Service des archives, Université de Montréal, Section Microfilm. This book was released on 2002 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book A Time Series Approach to Option Pricing written by Christophe Chorro and published by Springer. This book was released on 2014-12-04 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 Black Scholes framework is introduced and by underlining its shortcomings, an alternative approach is presented that has emerged over the past ten years of academic research, an approach that is much more grounded on a realistic statistical analysis of data rather than on ad hoc tractable continuous time option pricing models. The reader then learns what it takes to understand and implement these option pricing models based on time series analysis in a self-contained way. The discussion covers modeling choices available to the quantitative analyst, as well as the tools to decide upon a particular model based on the historical datasets of financial returns. The reader is then guided into numerical deduction of option prices from these models and illustrations with real examples are used to reflect the accuracy of the approach using datasets of options on equity indices.

Download or read book An Empirical Examination of American Put Option Pricing written by Hongshik Kim and published by . This book was released on 1995 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Estimation and Empirical Analysis of Option Pricing Models Using Rolling Data Samples written by Kathleen Shannon and published by . This book was released on 2010 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables written by René Garcia and published by . This book was released on 2002 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Empirical Test of Option Pricing Models with Stochastic Volatility in S P 5oo Futures Options written by Sichong Chen and published by . This book was released on 2004 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book An Empirical Test of an Option Pricing Model with Stochastic Dividend Yield written by Ashok N. Vasvani and published by . This book was released on 1976 with total page 110 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book An empirical test of the Black and Scholes option pricing model written by Bradley David Svalberg and published by . This book was released on 1976 with total page 106 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Empirical Test of the Roll Geske Whaley Option Pricing Model written by Lawrence Frederick Hicks (III.) and published by . This book was released on 1982 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Empirical Analysis of Affine Multi factors Stochastic Volatilities Option Pricing Models written by Zhang Xiang and published by . This book was released on 2006 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Empirical Option Pricing Models written by David S. Bates and published by . This book was released on 2021 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper is an overview of empirical options research, with primary emphasis on research into systematic stochastic volatility and jump risks relevant for pricing stock index options. The paper reviews evidence from time series analysis, option prices and option price evolution regarding those risks, and discusses required compensation.

Download or read book Option Pricing Model Under Volatility Smile empirically i e Smile empirical Test on S P 500 Options written by Vincent Hung-Ping Chang and published by . This book was released on 2000 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Distributional Assumptions and Option Valuation written by James O. Washam and published by . This book was released on 1993 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Valuation Empirical Analysis and Optimal Exercise of Open End Turbo Certificates written by Sebastian Paik and published by University of Bamberg Press. This book was released on 2014 with total page 365 pages. Available in PDF, EPUB and Kindle. Book excerpt: