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General Equilibrium Option Pricing Method: Theoretical and Empirical Study

General Equilibrium Option Pricing Method: Theoretical and Empirical Study

by Jian Chen
Hardback
Publication Date: 13/04/2018

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Chapter1.Introduction.- Chapter2.General Equilibrium Option Pricing Models.- Chapter3.Simulation Comparison.- Chapter4.Empirical Comparison.- Chapter5.Fanning Preference and Option Pricing.- Chapter6.Jump Size Distribution and Option Pricing.- Chapter7.Risk Aversion Estimated From Variance Risk Premium.-Chapter8.Predictability of Variance Risk Premium: Hong Kong Evidence.- Chapter9.Predictability of Variance Risk Premium: Other International Evidence.- Chapter10.Predictability of Variance Risk Premium: A Comparison Study.- Chapter11.Conclusions.
ISBN:
9789811074271
9789811074271
Category:
Economic theory & philosophy
Format:
Hardback
Publication Date:
13-04-2018
Language:
English
Publisher:
Springer
Country of origin:
United States
Dimensions (mm):
235x155mm
Weight:
0.45kg

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