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Inhaltsangabe
Rigorous efforts are being made since the four decades to root out the problem of pricing options with non-constant volatility. The suggested models can be positively categorized into deterministic volatility models and stochastic volatility models. In most of the cases of the previous researches on this issue have been tried with comparing and contrasting Black-Scholes model against the various models crafted by the researches. This book, in this way sounds unique because for the first time the various models of option pricing have directly been analyzed upon the live data of S&P CNX Nifty index options procured right from the market.This book is only a foundation stone which just gives a direction to proceed and find out innumerable opportunities to explore which will definitely be a better designed volatility model to forecast and predict a future course of investments by shielding and safeguarding it. Objective of this book is to postulate a reason why market prices display pricing biases and to examine whether an alternative framework of deterministic and stochastic models can whether give a price similar to those quoted in the market.
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Dr Vipul Kumar Singh has an active interest in Quantitative Finance, Financial Engineering and Derivatives. He holds a Ph.D. in Financial Mathematics and master's degrees in Mathematics, Computer Science and Finance.He has over ten years of experience spanning in both academics and industry and has taught at postgraduate and under graduate levels.
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Applicability of Options Pricing Models
Verlag:
LAP LAMBERT Academic Publishing Jul 2013, 2013
ISBN 10: 3659392952
ISBN 13: 9783659392955
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Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Rigorous efforts are being made since the four decades to root out the problem of pricing options with non-constant volatility. The suggested models can be positively categorized into deterministic volatility models and stochastic volatility models. In most of the cases of the previous researches on this issue have been tried with comparing and contrasting Black-Scholes model against the various models crafted by the researches. This book, in this way sounds unique because for the first time the various models of option pricing have directly been analyzed upon the live data of S&P CNX Nifty index options procured right from the market.This book is only a foundation stone which just gives a direction to proceed and find out innumerable opportunities to explore which will definitely be a better designed volatility model to forecast and predict a future course of investments by shielding and safeguarding it. Objective of this book is to postulate a reason why market prices display pricing biases and to examine whether an alternative framework of deterministic and stochastic models can whether give a price similar to those quoted in the market. 188 pp. Englisch. Bestandsnummer des Verkäufers 9783659392955
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Applicability of Options Pricing Models
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LAP LAMBERT Academic Publishing, 2013
ISBN 10: 3659392952
ISBN 13: 9783659392955
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Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Singh Vipul KumarDr Vipul Kumar Singh has an active interest in Quantitative Finance, Financial Engineering and Derivatives. He holds a Ph.D. in Financial Mathematics and master s degrees in Mathematics, Computer Science and Finance. Bestandsnummer des Verkäufers 5153256
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Applicability of Options Pricing Models
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Zustand: New. pp. 188. Bestandsnummer des Verkäufers 26128786237
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Applicability of Options Pricing Models
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Zustand: New. Print on Demand pp. 188 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam. Bestandsnummer des Verkäufers 131768546
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Applicability of Options Pricing Models
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VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2013
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Zustand: New. PRINT ON DEMAND pp. 188. Bestandsnummer des Verkäufers 18128786231
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Applicability of Options Pricing Models
Verlag:
LAP LAMBERT Academic Publishing Jul 2013, 2013
ISBN 10: 3659392952
ISBN 13: 9783659392955
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Taschenbuch. Zustand: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Rigorous efforts are being made since the four decades to root out the problem of pricing options with non-constant volatility. The suggested models can be positively categorized into deterministic volatility models and stochastic volatility models. In most of the cases of the previous researches on this issue have been tried with comparing and contrasting Black-Scholes model against the various models crafted by the researches. This book, in this way sounds unique because for the first time the various models of option pricing have directly been analyzed upon the live data of S&P CNX Nifty index options procured right from the market.This book is only a foundation stone which just gives a direction to proceed and find out innumerable opportunities to explore which will definitely be a better designed volatility model to forecast and predict a future course of investments by shielding and safeguarding it. Objective of this book is to postulate a reason why market prices display pricing biases and to examine whether an alternative framework of deterministic and stochastic models can whether give a price similar to those quoted in the market.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 188 pp. Englisch. Bestandsnummer des Verkäufers 9783659392955
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Applicability of Options Pricing Models | Evidences from India
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Taschenbuch. Zustand: Neu. Applicability of Options Pricing Models | Evidences from India | Vipul Kumar Singh | Taschenbuch | 188 S. | Englisch | 2013 | LAP LAMBERT Academic Publishing | EAN 9783659392955 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. Bestandsnummer des Verkäufers 105740150
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