General Equilibrium Option Pricing Method Theoretical and Empirical Study

ISBN: 9811074275

Category: Uncategorized

Tag: Database/SQL


Posted on 2018-06-18, by nokia241186.

Description




General Equilibrium Option Pricing Method: Theoretical and Empirical Study By Jian Chen
English | PDF,EPUB | 2018 | 163 Pages | ISBN : 9811074275 | 6.58 MB



This book mainly addresses the general equilibrium asset pricing method in two aspects: option pricing and variance risk premium. First, volatility smile and smirk is the famous puzzle in option pricing. Different from no arbitrage method, this book applies the general equilibrium approach in explaining the puzzle. In the presence of jump, investors impose more weights on the jump risk than the volatility risk, and as a result, investors require more jump risk premium which generates a pronounced volatility smirk. Second, based on the general equilibrium framework, this book proposes variance risk premium and empirically tests its predictive power for international stock market returns.
DOWNLOAD
(Buy premium account for maximum speed and resuming ability)








Sponsored High Speed Downloads
9487 dl's @ 3406 KB/s
Download Now [Full Version]
6666 dl's @ 2589 KB/s
Download Link 1 - Fast Download
9483 dl's @ 2143 KB/s
Download Mirror - Direct Download



Search More...
General Equilibrium Option Pricing Method Theoretical and Empirical Study

Search free ebooks in ebookee.com!


Related Archive Books

Archive Books related to "General Equilibrium Option Pricing Method Theoretical and Empirical Study":



Links
Download this book

No active download links here?
Please check the description for download links if any or do a search to find alternative books.


Related Books

  1. Ebooks list page : 36468
  2. 2018-07-22General Equilibrium Option Pricing Method Theoretical and Empirical Study
  3. 2018-06-12General Equilibrium Option Pricing Method Theoretical and Empirical Study
  4. 2017-12-05[PDF] A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances
  5. 2017-10-20[PDF] Poverty Alleviation in China: A Theoretical and Empirical Study (Research Series on the Chinese Dream and China's Development Path)
  6. 2012-03-17Subsidiarity Governance: Theoretical and Empirical Models By Alessandro Colombo
  7. 2019-05-18Theoretical and Empirical Analysis in Environmental Economics
  8. 2019-05-10Teaching Religion, Teaching Truth Theoretical and Empirical Perspectives
  9. 2019-02-22Genetic Influences on Human Fertility and Sexuality Theoretical and Empirical Contributions from
  10. 2019-01-30The Emergence of Self in Educational Contexts Theoretical and Empirical Explorations
  11. 2019-01-30Genetic Influences on Human Fertility and Sexuality Theoretical and Empirical Contributions from ...
  12. 2019-01-25Microfoundations of Financial Economics An Introduction to General Equilibrium Asset Pricing
  13. 2019-01-15The Growth Behavior of Family Firms Theoretical and Empirical Elaborations
  14. 2019-01-13The Emergence of Self in Educational Contexts Theoretical and Empirical Explorations
  15. 2019-01-11The Growth Behavior of Family Firms Theoretical and Empirical Elaborations
  16. 2019-01-10Microfoundations of Financial Economics An Introduction to General Equilibrium Asset Pricing
  17. 2019-01-06The Growth Behavior of Family Firms Theoretical and Empirical Elaborations
  18. 2018-12-24Microfoundations of Financial Economics An Introduction to General Equilibrium Asset Pricing
  19. 2018-01-30[PDF] The Demand for Money: Theoretical and Empirical Approaches - Removed
  20. 2018-01-26[PDF] Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk (Studies in Computational Intelligence)

Comments

No comments for "General Equilibrium Option Pricing Method Theoretical and Empirical Study".


    Add Your Comments
    1. Download links and password may be in the description section, read description carefully!
    2. Do a search to find mirrors if no download links or dead links.
    Back to Top