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OverviewFull Product DetailsAuthor: Jian ChenPublisher: Springer Verlag, Singapore Imprint: Springer Verlag, Singapore Edition: Softcover reprint of the original 1st ed. 2018 Dimensions: Width: 15.50cm , Height: 1.00cm , Length: 23.50cm Weight: 0.454kg ISBN: 9789811339509ISBN 10: 9811339503 Pages: 164 Publication Date: 29 December 2018 Audience: Professional and scholarly , Professional & Vocational Format: Paperback Publisher's Status: Active Availability: Manufactured on demand  We will order this item for you from a manufactured on demand supplier. Table of ContentsChapter1.Introduction.- Chapter2.General Equilibrium Option Pricing Models.- Chapter3.Simulation Comparison.- Chapter4.Empirical Comparison.- Chapter5.Fanning Preference and Option Pricing.- Chapter6.Jump Size Distribution and Option Pricing.- Chapter7.Risk Aversion Estimated From Variance Risk Premium.-Chapter8.Predictability of Variance Risk Premium: Hong Kong Evidence.- Chapter9.Predictability of Variance Risk Premium:Other International Evidence.- Chapter10.Predictability of Variance Risk Premium:A Comparison Study.- Chapter11.Conclusions.ReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |
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