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portada option implied volatility
option implied volatilityoption implied volatilityoption implied volatility
Type
Physical Book
Publisher
Author
Pages
72
ISBN
3639066316
ISBN13
9783639066319
Categories

option implied volatility

Guan Jun Wang (Author) · vdm verlag dr. mueller e.k. · Physical Book

option implied volatility - guan jun wang

New Book Imported to Netherlands
Delivery: 01 Oct - 05 Oct Shipping: 6 to 7 business days.
€ 55,45
Import costs and 9% BTW included in the price ✅
€ 55,45

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Synopsis "option implied volatility"

the volatility smile phenomenon appears to violate the black-scholes model and has puzzled numerous scholars. this book uses the relation between the option vega and its moneyness to rigorously demonstrate that the price error alone can produce a smil ...

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