Jian Chen
General Equilibrium Option Pricing Method: Theoretical and Empirical Study Jian Chen Softcover Reprint of the Original 1st 2018 edition

Name: General Equilibrium Option Pricing Method: Theoretical and Empirical Study
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Author: Jian Chen

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General Equilibrium Option Pricing Method: Theoretical and Empirical Study

Jian Chen

Softcover Reprint of the Original 1st 2018 edition

This book mainly addresses the general equilibrium asset pricing method in two aspects: option pricing and variance risk premium. 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.

164 pages, 10 Illustrations, color; 21 Illustrations, black and white; XI, 164 p. 31 illus., 10 illu

Media	Bøker Pocketbok (Bok med mykt omslag og limt rygg)
Utgitt	29. desember 2018
ISBN13	9789811339509
Utgivere	Springer Verlag, Singapore
Antall sider	164
Mål	150 × 220 × 10 mm · 258 g