A time series approach to option pricing : models, methods and empirical performances /: models, methods and empirical performances. ([2015])
- Record Type:
- Book
- Title:
- A time series approach to option pricing : models, methods and empirical performances /: models, methods and empirical performances. ([2015])
- Main Title:
- A time series approach to option pricing : models, methods and empirical performances
- Further Information:
- Note: Christophe Chorro, Dominique Guégan, Florian Ielpo.
- Authors:
- Chorro, Christophe
Guegan, Dominique
Ielpo, Florian - Contents:
- Introduction -- 1 The Time Series Toolbox for Financial Returns -- 2 The Stochastic Discount Factor Approach -- 3 Empirical Performances -- Mathematical Appendix -- Index.
- Publisher Details:
- Berlin : Springer
- Publication Date:
- 2015
- Copyright Date:
- 2015
- Extent:
- 1 online resource
- Subjects:
- 332.64/53
Options (Finance) -- Mathematical models
Time-series analysis
BUSINESS & ECONOMICS -- Finance
Options (Finance) -- Mathematical models
Time-series analysis
Electronic books - Languages:
- English
- ISBNs:
- 9783662450376
3662450372 - Related ISBNs:
- 9783662450369
3662450364
9783662450369 - Notes:
- Note: Includes bibliographical references and index.
Note: Vendor-supplied metadata. - Access Rights:
- Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
- Access Usage:
- Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD.DS.400457
- Ingest File:
- 02_435.xml