We can't find the internet
Attempting to reconnect
Something went wrong
Hang in there while we get back on track
£73.81
Springer - General Equilibrium Option Pricing Method Book
White
Price data checked 7 days ago
We'll watch every seller, every day. One email when your price arrives.
It has never been this cheap. We have no record of a lower price.
£74 today · cheaper than every other day in the last 3 months
NEW HERE?
Amazon shows you one price. We show you all of them.
Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.
WHAT'S ON THIS PAGE
when this has been cheap or pricey
where the price is heading next
all-time high & low, recent range
name your number, we'll email you
Price History & Forecast
Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.
Last 84 days · 84 data points (no recent data)
Price Distribution
Price distribution over 84 days • 1 price levels
Price Analysis
Most common price: £74 (84 days, 100.0%)
Price range: £74 - £74
Price levels: 1 different prices over 84 days
Description
Key Features
Addresses the volatility smile and smirk puzzles using a general equilibrium approach instead of standard no-arbitrage methods.
Analyzes how investors weight jump risk against volatility risk to explain market phenomena.
Provides a detailed study of the variance risk premium within a general equilibrium framework.
Explains the generation of a pronounced volatility smirk through jump risk premiums.
Offers both theoretical and empirical studies for a comprehensive understanding of option pricing.
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
Similar Products You Might Like
Uncertain Volatility Models: Theory and Application (Springer Finance)
Springer
Option Pricing Under the Variance Gamma Process: With Detailed Algorithms and Programming Code in C to Price Options
VDM Verlag
Marktgerechte Bewertung von Optionen
Deutscher Universitätsverlag
Mathematical Modeling And Methods Of Option Pricing
World Scientific Publishing Company
Advanced Asset Pricing Theory: 2 (Series In Quantitative Finance)
Imperial College Press
Numerical Methods for Finance (Chapman & Hall/CRC Financial Mathematics)
CRC Press
A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances
Springer
Pricing Models of Volatility Products and Exotic Variance Derivatives (Chapman and Hall/CRC Financial Mathematics Series)
CRC Press
Market Practice in Financial Modelling
World Scientific Publishing Company
Market Practice In Financial Modelling
World Scientific Publishing Company
Pricing Models of Volatility Products and Exotic Variance Derivatives (Chapman and Hall/CRC Financial Mathematics Series)
Chapman and Hall/CRC
Introduction to Option Pricing Theory
Birkhauser
Optimal Mean Reversion Trading: Mathematical Analysis And Practical Applications
The Option Volatility and Pricing Value Pack
McGraw-Hill Education
Identifying Stock Market Bubbles: Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities (Contributions to Management Science)
Springer
Volatility Markets: Consistent Modeling, Hedging, and Practical Implementation of Variance Swap Market Models
VDM Verlag
Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives (Springer Finance)
Springer
Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)
Chapman and Hall/CRC
Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)
CRC Press
FINANCIAL DERIVATIVES PRICING: SELECTED WORKS OF ROBERT JARROW
World Scientific Publishing Company
Applied Quantitative Finance for Equity Derivatives: Fifth Edition
Majosta
Analytical Finance: Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation: 1
MACMILLAN