Option Pricing Under Black-Scholes and Heston Models: Empirical Test Based on FTSE100 Index Option

Option Pricing Under Black-Scholes and Heston Models: Empirical Test Based on FTSE100 Index Option
Author: Jie He
Publisher:
Total Pages:
Release: 2004
Genre:
ISBN:


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Option Pricing Under Black-Scholes and Heston Models: Empirical Test Based on FTSE100 Index Option
Language: en
Pages:
Extracting Market Expectations from Traded Option Prices: an Empirical Test of the Stochastic Volatility Model on FTSE 100 Index Options
Language: en
Pages:
An Emprical [sic] Test of the Black-Scholes Option Pricing Model on Pricing FTSE 100 Index Call Options
Language: en
Pages:
A Time Series Approach to Option Pricing
Language: en
Pages: 0
Authors: Christophe Chorro
Categories: Business & Economics
Type: BOOK - Published: 2014-12-18 - Publisher: Springer

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The current world financial scene indicates at an intertwined and interdependent relationship between financial market activity and economic health. This book e