Applicability of Options Pricing Models
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Paperback. 188 pages. Dimensions: 8.7in. x 5.9in. x 0.4in.Rigorous efforts are being made since the four decades to root out the problem of pricing options with non-constant volatility. The suggested models can be positively categorized into deterministic volatility models and stochastic volatility models. In most of the cases of the previous researches on this issue have been tried with comparing and contrasting Black-Scholes model against the various models crafted by the researches. This book, in this way sounds unique because for the first time the various models of option pricing have directly been analyzed upon the live data of S and P CNX Nifty index options procured right from the market. This book is only a foundation stone which just gives a direction to proceed and find out innumerable opportunities to explore which will definitely be a better designed volatility model to forecast and predict a future course of investments by shielding and safeguarding it. Objective of this book is to postulate a reason why market prices display pricing biases and to examine whether an alternative framework of deterministic and stochastic models can whether give a price similar to those quoted in the market. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Bookseller Inventory # 9783659392955
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About the Author: Dr Vipul Kumar Singh has an active interest in Quantitative Finance, Financial Engineering and Derivatives. He holds a Ph.D. in Financial Mathematics and master's degrees in Mathematics, Computer Science and Finance.He has over ten years of experience spanning in both academics and industry and has taught at postgraduate and under graduate levels.
Title: Applicability of Options Pricing Models
Publisher: LAP Lambert Academic Publishing
Book Condition: New
Book Type: Paperback
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