General Equilibrium Option Pricing Method: Theoretical and Empirical Study

by Jian Chen

Book Overview

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.

• Format: Paperback
• Language: English
• ISBN: 9811339503
• ISBN13: 9789811339509
• Release Date: December 2018
• Publisher: Springer
• Length: 164 Pages
• Weight: 0.57 lbs.
• Dimensions: 0.4" x 6.1" x 9.2"