Option Pricing Under Stochastic Volatility for S&P 500 and FTSE 100 Index Options

Option Pricing Under Stochastic Volatility for S&P 500 and FTSE 100 Index Options
Author: Yueh-Neng Lin
Publisher:
Total Pages: 379
Release: 1999
Genre:
ISBN:
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Option Pricing Under Stochastic Volatility for S&P 500 and FTSE 100 Index Options
Language: en
Pages: 379

Option Pricing Under Stochastic Volatility for S&P 500 and FTSE 100 Index Options

Authors: Yueh-Neng Lin
Categories:
Type: BOOK - Published: 1999 - Publisher:

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Extracting Market Expectations from Traded Option Prices: an Empirical Test of the Stochastic Volatility Model on FTSE 100 Index Options
Language: en
Pages:

Extracting Market Expectations from Traded Option Prices: an Empirical Test of the Stochastic Volatility Model on FTSE 100 Index Options

Authors: Christos Christitsas
Categories:
Type: BOOK - Published: 1998 - Publisher:

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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:

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

Authors: Yannis Theodorakakos
Categories:
Type: BOOK - Published: 2001 - Publisher:

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Pricing Efficiency in the Long-term Index Options Market
Language: en
Pages: 250

Pricing Efficiency in the Long-term Index Options Market

Authors: Anuradha Kandikuppa
Categories: Options (Finance)
Type: BOOK - Published: 1999 - Publisher:

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Index-option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts
Language: en
Pages: 48

Index-option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts

Authors: Robert F. Engle
Categories: Stock options
Type: BOOK - Published: 1993 - Publisher:

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In pricing primary-market options and in making secondary markets, financial intermediaries depend on the quality of forecasts of the variance of the underlying