9786139909681 - Simulating S&P500 Index Options Based on GARCH estimators di Wang, Yizhe; Adkins, Roger; Sharma, Abhijit (6 risultati)

Paperback. Condizione: Brand New. 56 pages. 8.66x5.91x0.13 inches. In Stock.

Taschenbuch. Condizione: Neu. Simulating S&P500 Index Options Based on GARCH estimators | Yizhe Wang (u. a.) | Taschenbuch | 56 S. | Englisch | 2018 | LAP LAMBERT Academic Publishing | EAN 9786139909681 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The current book presents a range of popularly used GARCH models for the use of S&P500 option valuation. Our illustration adopts a practical yet non ones' own numerical method, making it ideal for readers who are new to the option price valuation. Demonstrating how the option valuation can be improved by accommodating the time variation of underlying price volatility and Monte Carlo simulation, our methodology has a 'parsimonious' perspective, placing the practical merit in the option pricing procedure. 56 pp. Englisch.

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Wang YizheYizhe Wang is a Doctor of Finance from University of Bradford. He received his undergraduate degree from the Canvard institute of Beijing technology and business university in 2007. He received his Master and PhD degrees fr.

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The current book presents a range of popularly used GARCH models for the use of S&P500 option valuation. Our illustration adopts a practical yet non ones' own numerical method, making it ideal for readers who are new to the option price valuation. Demonstrating how the option valuation can be improved by accommodating the time variation of underlying price volatility and Monte Carlo simulation, our methodology has a 'parsimonious' perspective, placing the practical merit in the option pricing procedure.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 56 pp. Englisch.

Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The current book presents a range of popularly used GARCH models for the use of S&P500 option valuation. Our illustration adopts a practical yet non ones' own numerical method, making it ideal for readers who are new to the option price valuation. Demonstrating how the option valuation can be improved by accommodating the time variation of underlying price volatility and Monte Carlo simulation, our methodology has a 'parsimonious' perspective, placing the practical merit in the option pricing procedure.