000838577 000__ 03055cam\a2200469Ki\4500
000838577 001__ 838577
000838577 005__ 20230306144550.0
000838577 006__ m\\\\\o\\d\\\\\\\\
000838577 007__ cr\un\nnnunnun
000838577 008__ 180416s2018\\\\si\\\\\\ob\\\\000\0\eng\d
000838577 019__ $$a1031451021$$a1031557745$$a1031916162$$a1034551293$$a1038429804
000838577 020__ $$a9789811074288$$q(electronic book)
000838577 020__ $$a9811074283$$q(electronic book)
000838577 020__ $$z9789811074271
000838577 020__ $$z9811074275
000838577 0247_ $$a10.1007/978-981-10-7428-8$$2doi
000838577 035__ $$aSP(OCoLC)on1031373329
000838577 035__ $$aSP(OCoLC)1031373329$$z(OCoLC)1031451021$$z(OCoLC)1031557745$$z(OCoLC)1031916162$$z(OCoLC)1034551293$$z(OCoLC)1038429804
000838577 040__ $$aN$T$$beng$$erda$$epn$$cN$T$$dN$T$$dYDX$$dOCLCF$$dAZU$$dCOO$$dUPM$$dFIE$$dUAB$$dOCLCQ
000838577 049__ $$aISEA
000838577 050_4 $$aHD4928.S74
000838577 08204 $$a332.632$$223
000838577 1001_ $$aChen, Jian,$$eauthor.
000838577 24510 $$aGeneral Equilibrium Option Pricing Method :$$bTheoretical and Empirical Study /$$cJian Chen.
000838577 264_1 $$aSingapore :$$bSpringer,$$c2018.
000838577 300__ $$a1 online resource.
000838577 336__ $$atext$$btxt$$2rdacontent
000838577 337__ $$acomputer$$bc$$2rdamedia
000838577 338__ $$aonline resource$$bcr$$2rdacarrier
000838577 347__ $$atext file$$bPDF$$2rda
000838577 504__ $$aIncludes bibliographical references.
000838577 5050_ $$aChapter1.Introduction -- Chapter2.General Equilibrium Option Pricing Models -- Chapter3.Simulation Comparison -- Chapter4.Empirical Comparison -- Chapter5.Fanning Preference and Option Pricing -- Chapter6.Jump Size Distribution and Option Pricing -- Chapter7.Risk Aversion Estimated From Variance Risk Premium.-Chapter8.Predictability of Variance Risk Premium: Hong Kong Evidence -- Chapter9.Predictability of Variance Risk Premium:Other International Evidence -- Chapter10.Predictability of Variance Risk Premium:A Comparison Study -- Chapter11.Conclusions.
000838577 506__ $$aAccess limited to authorized users.
000838577 520__ $$aThis book mainly addresses the general equilibrium asset pricing method in two aspects: option pricing and variance risk premium. First, volatility smile and smirk is the famous puzzle in option pricing. Different from no arbitrage method, this book applies the general equilibrium approach in explaining the puzzle. In the presence of jump, investors impose more weights on the jump risk than the volatility risk, and as a result, investors require more jump risk premium which generates a pronounced volatility smirk. Second, based on the general equilibrium framework, this book proposes variance risk premium and empirically tests its predictive power for international stock market returns.
000838577 588__ $$aOnline resource; title from PDF title page (viewed  April 17, 2018).
000838577 650_0 $$aRestricted stock options$$xMathematical models.
000838577 650_0 $$aSecurities$$xPrices$$xMathematical models.
000838577 77608 $$iPrint version: $$z9811074275$$z9789811074271$$w(OCoLC)1007923398
000838577 852__ $$bebk
000838577 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-981-10-7428-8$$zOnline Access$$91397441.1
000838577 909CO $$ooai:library.usi.edu:838577$$pGLOBAL_SET
000838577 980__ $$aEBOOK
000838577 980__ $$aBIB
000838577 982__ $$aEbook
000838577 983__ $$aOnline
000838577 994__ $$a92$$bISE