On Alternative Option Pricing Models and the Effects of Modelling Volatility Within a Stochastic Context as Observed in FTSE-100 Index Options

On Alternative Option Pricing Models and the Effects of Modelling Volatility Within a Stochastic Context as Observed in FTSE-100 Index Options
Author: Yannis Theodorakakos
Publisher:
Total Pages:
Release: 2001
Genre:
ISBN:


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On Alternative Option Pricing Models and the Effects of Modelling Volatility Within a Stochastic Context as Observed in FTSE-100 Index Options
Language: en
Pages:
An Empirical Comparison of Alternative Stochastic Volatility Option Pricing Models
Language: en
Pages: 0
Authors: Tiezhu Gao
Categories:
Type: BOOK - Published: 2006 - Publisher:

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In this thesis, I empirically compare the pricing performance of three classes of stochastic volatility option pricing models and the traditional Black-Scholes
Application of Stochastic Volatility Models in Option Pricing
Language: de
Pages: 59
Authors: Pascal Debus
Categories: Business & Economics
Type: BOOK - Published: 2013-09-09 - Publisher: GRIN Verlag

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Bachelorarbeit aus dem Jahr 2010 im Fachbereich BWL - Investition und Finanzierung, Note: 1,2, EBS Universität für Wirtschaft und Recht, Sprache: Deutsch, Abs
Empirical Performance of Option Pricing Models with Stochastic Local Volatility
Language: en
Pages: 16
Authors: Greg Orosi
Categories:
Type: BOOK - Published: 2014 - Publisher:

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We examine the empirical performance of several stochastic local volatility models that are the extensions of the Heston stochastic volatility model. Our result
The Empirical Performance of the Stochastic Volatility Model in Pricing FTSE-100 Index Options
Language: en
Pages:
Authors: Krisda Phatcharoen
Categories:
Type: BOOK - Published: 1998 - Publisher:

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