Simulating S&P500 Index Options Based on GARCH estimators: - Second Edition - Softcover

Wang, Yizhe; Adkins, Roger; Sharma, Abhijit

 
9786200673688: Simulating S&P500 Index Options Based on GARCH estimators: - Second Edition
Softcover
ISBN 10: 6200673683 ISBN 13: 9786200673688
Verlag: LAP LAMBERT Academic Publishing, 2025

Inhaltsangabe

The current book presents a range of popularly used GARCH models for the use of S&P500 option valuation. Our illustration adopts a practical yet non ones' own numerical method, making it ideal for readers who are new to the option price valuation. Demonstrating how the option valuation can be improved by accommodating the time variation of underlying price volatility and Monte Carlo simulation, our methodology has a 'parsimonious' perspective, placing the practical merit in the option pricing procedure.

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Über die Autorin bzw. den Autor

Yizhe Wang is a Doctor of Finance from University of Bradford. He received his undergraduate degree from the Canvard institute of Beijing technology and business university in 2007. He received his Master and PhD degrees from the university of Bradford school of management in 2010 and 2018.

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Verlag
LAP LAMBERT Academic Publishing
Erscheinungsdatum
2025
Sprache
Englisch
ISBN 10 
6200673683
ISBN 13 
9786200673688
Einband
Taschenbuch
Anzahl der Seiten
56
Kontakt zum Hersteller
preigu GmbH & Co. KG
mail@preigu.de

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