Author : Frederick Robert Ernest Heath
Publisher : National Library of Canada
Page : 330 pages
File Size : 54,5 Mb
Release : 1986
Category : Electronic
ISBN : OCLC:221983861
Call Option Pricing Models The Canadian Experience Microform An Empirical Study
Call Option Pricing Models The Canadian Experience Microform An Empirical Study Book in PDF, ePub and Kindle version is available to download in english. Read online anytime anywhere directly from your device. Click on the download button below to get a free pdf file of Call Option Pricing Models The Canadian Experience Microform An Empirical Study book. This book definitely worth reading, it is an incredibly well-written.
Canadiana
Author : Anonim
Publisher : Unknown
Page : 812 pages
File Size : 47,6 Mb
Release : 1989
Category : Canada
ISBN : UCAL:C3045707
Canadiana by Anonim Pdf
A Time Series Approach to Option Pricing
Author : Christophe Chorro,Dominique Guégan,Florian Ielpo
Publisher : Springer
Page : 202 pages
File Size : 47,8 Mb
Release : 2014-12-04
Category : Business & Economics
ISBN : 9783662450376
A Time Series Approach to Option Pricing by Christophe Chorro,Dominique Guégan,Florian Ielpo Pdf
The current world financial scene indicates at an intertwined and interdependent relationship between financial market activity and economic health. This book explains how the economic messages delivered by the dynamic evolution of financial asset returns are strongly related to option prices. The Black Scholes framework is introduced and by underlining its shortcomings, an alternative approach is presented that has emerged over the past ten years of academic research, an approach that is much more grounded on a realistic statistical analysis of data rather than on ad hoc tractable continuous time option pricing models. The reader then learns what it takes to understand and implement these option pricing models based on time series analysis in a self-contained way. The discussion covers modeling choices available to the quantitative analyst, as well as the tools to decide upon a particular model based on the historical datasets of financial returns. The reader is then guided into numerical deduction of option prices from these models and illustrations with real examples are used to reflect the accuracy of the approach using datasets of options on equity indices.
American Doctoral Dissertations
Author : Anonim
Publisher : Unknown
Page : 784 pages
File Size : 48,5 Mb
Release : 1998
Category : Dissertation abstracts
ISBN : UOM:39015086908186
American Doctoral Dissertations by Anonim Pdf
Index to American Doctoral Dissertations
Author : Anonim
Publisher : Unknown
Page : 1252 pages
File Size : 48,9 Mb
Release : 1989
Category : Dissertations, Academic
ISBN : STANFORD:36105012336892
Index to American Doctoral Dissertations by Anonim Pdf
Dissertation Abstracts International
Author : Anonim
Publisher : Unknown
Page : 634 pages
File Size : 42,7 Mb
Release : 2000
Category : Dissertations, Academic
ISBN : STANFORD:36105021201939
Dissertation Abstracts International by Anonim Pdf
Comprehensive Dissertation Index
Author : Anonim
Publisher : Unknown
Page : 978 pages
File Size : 42,5 Mb
Release : 1989
Category : Dissertations, Academic
ISBN : UOM:39015065694005
Comprehensive Dissertation Index by Anonim Pdf
Comprehensive Dissertation Index: Business & economics, L-Z
Author : Anonim
Publisher : Unknown
Page : 794 pages
File Size : 47,7 Mb
Release : 1984
Category : Dissertations, Academic
ISBN : STANFORD:36105118942825
Comprehensive Dissertation Index: Business & economics, L-Z by Anonim Pdf
Comprehensive Dissertation Index, 1861-1972: Chemistry
Author : Xerox University Microfilms
Publisher : Unknown
Page : 836 pages
File Size : 53,6 Mb
Release : 1973
Category : Business
ISBN : UCLA:L0050590520
Comprehensive Dissertation Index, 1861-1972: Chemistry by Xerox University Microfilms Pdf
Comprehensive Dissertation Index, 1861-1972: Business and economics
Author : Xerox University Microfilms
Publisher : Unknown
Page : 832 pages
File Size : 52,8 Mb
Release : 1973
Category : Dissertations, Academic
ISBN : UOM:39015065527379
Comprehensive Dissertation Index, 1861-1972: Business and economics by Xerox University Microfilms Pdf
Comprehensive Dissertation Index: Business & economics, A-K
Author : Anonim
Publisher : Unknown
Page : 808 pages
File Size : 40,9 Mb
Release : 1984
Category : Dissertations, Academic
ISBN : STANFORD:36105118942817
Comprehensive Dissertation Index: Business & economics, A-K by Anonim Pdf
Masters Abstracts International
Author : Anonim
Publisher : Unknown
Page : 1000 pages
File Size : 43,5 Mb
Release : 1996
Category : Dissertations, Academic
ISBN : STANFORD:36105118943823
Masters Abstracts International by Anonim Pdf
Water Management in Africa and the Middle East
Author : International Development Research Centre (Canada)
Publisher : IDRC
Page : 313 pages
File Size : 51,6 Mb
Release : 1996
Category : Water resources development
ISBN : 9780889368040
Water Management in Africa and the Middle East by International Development Research Centre (Canada) Pdf
Water Management in Africa and the Middle East: Challenges and Opportunities
The National Union Catalogs, 1963-
Author : Anonim
Publisher : Unknown
Page : 650 pages
File Size : 45,8 Mb
Release : 1964
Category : American literature
ISBN : UCSC:32106021030009
The National Union Catalogs, 1963- by Anonim Pdf
National Union Catalog
Author : Anonim
Publisher : Unknown
Page : 648 pages
File Size : 52,9 Mb
Release : 1968
Category : Union catalogs
ISBN : WISC:89015289358
National Union Catalog by Anonim Pdf
Includes entries for maps and atlases.