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A time series approach to option pricing : models, methods and empirical performances

A time series approach to option pricing : models, methods and empirical performances

자료유형
단행본
개인저자
Chorro, Christophe. Guégan, Dominique. Ielpo, Florian.
서명 / 저자사항
A time series approach to option pricing : models, methods and empirical performances / [edited by] Christophe Chorro, Dominique Guégan, Florian Ielpo.
발행사항
New York, NY :   Springer Berlin Heidelberg,   2014.  
형태사항
xvi, 188 p. : ill. ; 25 cm.
기타형태 저록
Online version:   A time series approach to option pricing : models, methods and empirical performances   9783662450376   (211009) 000046039305  
ISBN
9783662450369 (hbk.) 9783662450376 (ebk.)
일반주기
Online version: A time series approach to option pricing : models, methods and empirical performances 9783662450376
서지주기
Includes bibliographical references and index.
일반주제명
Options (Finance) --Mathematical models. Time-series analysis.
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008 150212s2014 nyua b 001 0 eng d
020 ▼a 9783662450369 (hbk.)
020 ▼a 9783662450376 (ebk.)
040 ▼a 211009 ▼c 211009 ▼d 211009
082 0 4 ▼a 332.6453 ▼2 23
084 ▼a 332.6453 ▼2 DDCK
090 ▼a 332.6453 ▼b T583
245 0 2 ▼a A time series approach to option pricing : ▼b models, methods and empirical performances / ▼c [edited by] Christophe Chorro, Dominique Guégan, Florian Ielpo.
260 ▼a New York, NY : ▼b Springer Berlin Heidelberg, ▼c 2014.
300 ▼a xvi, 188 p. : ▼b ill. ; ▼c 25 cm.
504 ▼a Includes bibliographical references and index.
650 0 ▼a Options (Finance) ▼x Mathematical models.
650 0 ▼a Time-series analysis.
700 1 ▼a Chorro, Christophe.
700 1 ▼a Guégan, Dominique.
700 1 ▼a Ielpo, Florian.
776 0 8 ▼i Online version: ▼t A time series approach to option pricing : models, methods and empirical performances ▼z 9783662450376 ▼w (211009) 000046039305
945 ▼a KLPA

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 중앙도서관/서고6층/ 청구기호 332.6453 T583 등록번호 111731120 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차

Introduction.- 1 The Time Series Toolbox for Financial Returns.- 2 The Stochastic Discount Factor Approach.- 3 Empirical Performances.- Mathematical Appendix.- Index.


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