£73.85

Springer - General Equilibrium Option Pricing Method Book

Name: Springer - General Equilibrium Option Pricing Method Book
Brand: Springer
Price: 73.85 GBP
Availability: InStock

White

Econometrics

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

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
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 1 days • 1 data points (No recent data available)

Historical

Generating forecast...

Not enough data points to display chart (need at least 2 points)

Price Distribution

Price distribution over 1 days • 1 price levels

Days at Price

Price Analysis

Most common price: £74 (1 days, 100.0%)

Price range: £74 - £74

Price levels: 1 different prices over 1 days

Description

Explore advanced financial modeling with General Equilibrium Option Pricing Method: Theoretical and Empirical Study by Springer. This academic text provides a deep look into asset pricing through two primary lenses: option pricing and the variance risk premium. Instead of relying solely on no-arbitrage methods, this book utilizes a general equilibrium approach to address the volatility smile and smirk puzzles. It explains how investors handle jump risk, noting that higher weights placed on jump risk compared to volatility risk result in a pronounced volatility smirk. This theoretical framework offers a different way to understand market behavior and investor requirements. Designed for those studying econometrics and economics, the book proposes a variance framework based on general equilibrium principles. It serves as a valuable resource for understanding the complexities of jump risk premiums and the mathematical foundations of modern asset pricing models.

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
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 20 April 2018
Listed Since: 26 October 2017

Barcode

No barcode data available

Springer - General Equilibrium Option Pricing Method Book

It has never been this cheap. We have no record of a lower price.

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)

The Volatility Smile: An Introduction for Students and Practitioners (Wiley Finance)

Uncertain Volatility Models: Theory and Application (Springer Finance)

Option Pricing Under the Variance Gamma Process: With Detailed Algorithms and Programming Code in C to Price Options

Marktgerechte Bewertung von Optionen

Mathematical Modeling And Methods Of Option Pricing

Modern SABR Analytics: Formulas and Insights for Quants, Former Physicists and Mathematicians (SpringerBriefs in Quantitative Finance)

Advanced Asset Pricing Theory: 2 (Series In Quantitative Finance)

Numerical Methods for Finance (Chapman & Hall/CRC Financial Mathematics)

A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances

The Economics of Financial Markets

Pricing Models of Volatility Products and Exotic Variance Derivatives (Chapman and Hall/CRC Financial Mathematics Series)

Market Practice in Financial Modelling

Market Practice In Financial Modelling

Pricing Models of Volatility Products and Exotic Variance Derivatives (Chapman and Hall/CRC Financial Mathematics Series)

Vinzenz Bronzin's Option Pricing Models: Exposition and Appraisal

Vinzenz Bronzin's Option Pricing Models: Exposition and Appraisal

Introduction to Option Pricing Theory

Volatility: Practical Options Theory (Wiley Finance)

An Introduction to Exotic Option Pricing (Chapman & Hall/CRC Financial Mathematics)

Derivatives: Models on Models (The Wiley Finance Series)

Optimal Mean Reversion Trading: Mathematical Analysis And Practical Applications

The Option Volatility and Pricing Value Pack

Identifying Stock Market Bubbles: Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities (Contributions to Management Science)