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£73.81
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£74 today · cheaper than every other day in the last 3 months
Springer General Equilibrium Option Pricing Method - Springer
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Price distribution over 50 days • 1 price levels
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Most common price: £74 (50 days, 100.0%)
Price range: £74 - £74
Price levels: 1 different prices over 50 days
Description
Key Features
Addresses volatility smile and smirk puzzles using general equilibrium asset pricing methods rather than no-arbitrage approaches.
Analyzes how investors weight jump risk more heavily than volatility risk in derivative pricing decisions.
Explores variance risk premium dynamics within a comprehensive general equilibrium framework.
Provides both theoretical analysis and empirical study of option pricing mechanisms.
Published by Springer with focus on econometrics and financial economics.
Product Specifications
- Brand
- Springer
- Colour
- White
- Format
- hardcover
- ASIN
- 9811074275
- Domain
- Amazon UK
- Release Date
- 20 April 2018
- Listed Since
- 26 October 2017
Barcode
No barcode data available
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