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Simulating S&P500 Index Options Based on GARCH estimators
Published by
LAP LAMBERT Academic Publishing Okt 2025, 2025
ISBN 10: 6200673683
ISBN 13: 9786200673688
New
Taschenbuch
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware 56 pp. Englisch. Seller Inventory # 9786200673688
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Simulating S&P500 Index Options Based on GARCH estimators
Published by
LAP LAMBERT Academic Publishing Okt 2025, 2025
ISBN 10: 6200673683
ISBN 13: 9786200673688
New
Taschenbuch
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The current book presents a range of popularly used GARCH models for the use of S&P500 option valuation. Our illustration adopts a practical yet non ones' own numerical method, making it ideal for readers who are new to the option price valuation. Demonstrating how the option valuation can be improved by accommodating the time variation of underlying price volatility and Monte Carlo simulation, our methodology has a 'parsimonious' perspective, placing the practical merit in the option pricing procedure.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 56 pp. Englisch. Seller Inventory # 9786200673688
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Simulating S&P500 Index Options Based on GARCH estimators | - Second Edition
Published by
LAP LAMBERT Academic Publishing, 2025
ISBN 10: 6200673683
ISBN 13: 9786200673688
New
Taschenbuch
Seller: preigu, Osnabrück, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. Simulating S&P500 Index Options Based on GARCH estimators | - Second Edition | Yizhe Wang (u. a.) | Taschenbuch | Englisch | 2025 | LAP LAMBERT Academic Publishing | EAN 9786200673688 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu Print on Demand. Seller Inventory # 134144448