Extracting Market Expectations from Traded Options Prices: a Comparative Assessment of the Black Scholes and Stochastic Volatility Models

Extracting Market Expectations from Traded Options Prices: a Comparative Assessment of the Black Scholes and Stochastic Volatility Models
Author: Rajeev Vohora
Publisher:
Total Pages:
Release: 1998
Genre:
ISBN:


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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:
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
The Black-Scholes and Heston Models for Option Pricing
Language: en
Pages:
Authors: Ziqun Ye
Categories:
Type: BOOK - Published: 2013 - Publisher:

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Stochastic volatility models on option pricing have received much study following the discovery of the non-at implied surface following the crash of the stock m
Option Pricing, + Website
Language: en
Pages: 358
Authors: Jerry Marlow
Categories: Business & Economics
Type: BOOK - Published: 2001-10-29 - Publisher: John Wiley & Sons

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This text and CD-ROM tutorial provides traders with an accessible, interactive approach to understanding and using the Black-Scholes approach to options pricing