A time series approach to option pricing : models, methods and empirical performances
Christophe Chorro; Dominique Guégan; Florian Ielpo
| Year of publication: |
2015
|
|---|---|
| Authors: | Chorro, Christophe ; Guégan, Dominique ; Ielpo, Florian |
| Publisher: |
Berlin : Springer |
| Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Theorie | Theory | Black-Scholes-Modell | GARCH-Prozess |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | XVI, 188 S. graph. Darst. 24 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Literaturangaben 201502 |
| ISBN: | 978-3-662-45036-9 ; 3-662-45036-4 ; 978-3-662-45037-6 |
| Classification: | Mathematische Statistik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010458461