Simulating S&P500 Index Options Based on GARCH estimators

Language: English

Published by LAP LAMBERT Academic Publishing Okt 2018, 2018

6139909686 / 9786139909681

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -The current book presents a range of popularly used GARCH models for the use of S&P500 option valuation. Our illustration adopts a practical yet non ones' own numerical method, making it ideal for readers who are new to the option price valuation. Demonstrating how the option valuation can be improved by accommodating the time variation of underlying price volatility and Monte Carlo simulation, our methodology has a 'parsimonious' perspective, placing the practical merit in the option pricing procedure. 56 pp. Englisch.

Seller Inventory # 9786139909681

Title
Simulating S&P500 Index Options Based on GARCH estimators
Author
Yizhe Wang
Publisher
LAP LAMBERT Academic Publishing Okt 2018
Publication year
2018
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
6139909686
ISBN 13
9786139909681
Item weight
102 grams
Dimensions
220x150x4 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

Item5 to 15 business days5 to 15 business days
First itemUS$ 26.39US$ 26.39
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BuchWeltWeit Ludwig Meier e.K.

Germany