Applicability of Options Pricing Models

Language: English

Published by LAP LAMBERT Academic Publishing Jul 2013, 2013

3659392952 / 9783659392955

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This item is printed on demand - Print on Demand Titel. Neuware -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&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.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 188 pp. Englisch.…

Seller Inventory # 9783659392955

Title
Applicability of Options Pricing Models
Author
Vipul Kumar Singh
Publisher
LAP LAMBERT Academic Publishing Jul 2013
Publication year
2013
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3659392952
ISBN 13
9783659392955
Item weight
298 grams
Dimensions
220x150x12 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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