Estimation of Smooth Volatility Functions in Option Pricing Models

Author	: Yohan Kim
Publisher	:
Total Pages	: 314
Release	: 2001
ISBN-10	: CORNELL:31924091034599
ISBN-13	:
Rating	: 4/5 ( Downloads)

DOWNLOAD EBOOK

Book Synopsis Estimation of Smooth Volatility Functions in Option Pricing Models by : Yohan Kim

Download or read book Estimation of Smooth Volatility Functions in Option Pricing Models written by Yohan Kim and published by . This book was released on 2001 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Estimation of Smooth Volatility Functions in Option Pricing Models Related Books

Language: en
Pages: 314

Estimation of Smooth Volatility Functions in Option Pricing Models

Authors: Yohan Kim

Categories:

Type: BOOK - Published: 2001 - Publisher:

DOWNLOAD EBOOK

Language: en
Pages: 472

Volatility

Authors: Robert A. Jarrow

Categories: Derivative securities

Type: BOOK - Published: 1998 - Publisher:

DOWNLOAD EBOOK

Written by a number of authors, this text is aimed at market practitioners and applies the latest stochastic volatility research findings to the analysis of sto

Language: en
Pages: 456

Option Pricing Models and Volatility Using Excel-VBA

Authors: Fabrice D. Rouah

Categories: Business & Economics

Type: BOOK - Published: 2012-06-15 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

This comprehensive guide offers traders, quants, and students the tools and techniques for using advanced models for pricing options. The accompanying website i

Language: en
Pages: 449

Advanced Option Pricing Models

Authors: Jeffrey Owen Katz

Categories: Business & Economics

Type: BOOK - Published: 2005-03-21 - Publisher: McGraw Hill Professional

DOWNLOAD EBOOK

Advanced Option Pricing Models details specific conditions under which current option pricing models fail to provide accurate price estimates and then shows opt

Language: en
Pages: 34

Implied Volatility Functions

Authors: Bernard Dumas

Categories: Options (Finance)

Type: BOOK - Published: 1996 - Publisher:

DOWNLOAD EBOOK

Abstract: Black and Scholes (1973) implied volatilities tend to be systematically related to the option's exercise price and time to expiration. Derman and Kani