Option Pricing Under Black-Scholes and Heston Models: Empirical Test Based on FTSE100 Index Option

Option Pricing Under Black-Scholes and Heston Models: Empirical Test Based on FTSE100 Index Option
Author :
Publisher :
Total Pages :
Release :
ISBN-10 : OCLC:643451167
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Option Pricing Under Black-Scholes and Heston Models: Empirical Test Based on FTSE100 Index Option by : Jie He

Download or read book Option Pricing Under Black-Scholes and Heston Models: Empirical Test Based on FTSE100 Index Option written by Jie He and published by . This book was released on 2004 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:


Option Pricing Under Black-Scholes and Heston Models: Empirical Test Based on FTSE100 Index Option Related Books

Option Pricing Under Black-Scholes and Heston Models: Empirical Test Based on FTSE100 Index Option
Language: en
Pages:
Extracting Market Expectations from Traded Option Prices: an Empirical Test of the Stochastic Volatility Model on FTSE 100 Index Options
Language: en
Pages:
An Emprical [sic] Test of the Black-Scholes Option Pricing Model on Pricing FTSE 100 Index Call Options
Language: en
Pages:
From Constant to Stochastic Volatility
Language: en
Pages: 0
Authors: Hsin-Fang Wu
Categories: Applied mathematics
Type: BOOK - Published: 2019 - Publisher:

DOWNLOAD EBOOK

The Nobel Prize-winning the Black-Scholes Model for stock option pricing has a simple formula to calculate the option price, but its simplicity comes with crude