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Table of Contents
Chapter1.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.
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.