On Alternative Option Pricing Models And The Effects Of Modelling Volatility Within A Stochastic Context As Observed In Ftse 100 Index Options
Download and Read On Alternative Option Pricing Models And The Effects Of Modelling Volatility Within A Stochastic Context As Observed In Ftse 100 Index Options full books in PDF, ePUB, and Kindle. Read online free On Alternative Option Pricing Models And The Effects Of Modelling Volatility Within A Stochastic Context As Observed In Ftse 100 Index Options ebook anywhere anytime directly on your device. We cannot guarantee that every ebooks is available!
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 | : |
Download On Alternative Option Pricing Models and the Effects of Modelling Volatility Within a Stochastic Context as Observed in FTSE-100 Index Options Book in PDF, Epub and Kindle
On Alternative Option Pricing Models and the Effects of Modelling Volatility Within a Stochastic Context as Observed in FTSE-100 Index Options Related Books
Language: en
Pages:
Pages:
Type: BOOK - Published: 2001 - Publisher:
Language: en
Pages: 0
Pages: 0
Type: BOOK - Published: 2006 - Publisher:
In this thesis, I empirically compare the pricing performance of three classes of stochastic volatility option pricing models and the traditional Black-Scholes
Language: de
Pages: 59
Pages: 59
Type: BOOK - Published: 2013-09-09 - Publisher: GRIN Verlag
Bachelorarbeit aus dem Jahr 2010 im Fachbereich BWL - Investition und Finanzierung, Note: 1,2, EBS Universität für Wirtschaft und Recht, Sprache: Deutsch, Abs
Language: en
Pages: 16
Pages: 16
Type: BOOK - Published: 2014 - Publisher:
We examine the empirical performance of several stochastic local volatility models that are the extensions of the Heston stochastic volatility model. Our result
Language: en
Pages:
Pages:
Type: BOOK - Published: 1998 - Publisher: