Related Books

Index-option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts
Language: en
Pages: 48
Authors: Robert F. Engle
Categories: Stock options
Type: BOOK - Published: 1993 - Publisher:

DOWNLOAD EBOOK

In pricing primary-market options and in making secondary markets, financial intermediaries depend on the quality of forecasts of the variance of the underlying
Index-Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts
Language: en
Pages: 31
Authors: Robert F. Engle
Categories:
Type: BOOK - Published: 2010 - Publisher:

DOWNLOAD EBOOK

In pricing primary-market options and in making secondary markets, financial intermediaries depend on the quality of forecasts of the variance of the underlying
Index Option Pricing with Stochastic Volatility and the Value of Accurate
Language: en
Pages:
Authors: Robert F. Engle
Categories:
Type: BOOK - Published: 1993 - Publisher:

DOWNLOAD EBOOK

An Accuracy and Efficiency Study of the Black Option Pricing Model
Language: en
Pages: 220
Authors: David Leonard Neff
Categories:
Type: BOOK - Published: 1986 - Publisher:

DOWNLOAD EBOOK

Pricing and Hedging Index Options Under Stochastic Volatility
Language: en
Pages: 48
Authors: Saikat Nandi
Categories: Hedging (Finance)
Type: BOOK - Published: 1996 - Publisher:

DOWNLOAD EBOOK