LIBROS DEL AUTOR: dominique guegan

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  • A Time Series Approach to Option Pricing
    Christophe Chorro / Dominique Guégan / Florian Ielpo
    The current world financial scene indicates at an intertwined and interdependent relationship between financial market activity and economic health. This book explains how the economic messages delivered by the dynamic evolution of financial asset returns are strongly related to option prices. The Black Scholes framework is introduced and by underlining its shortcomings, an alt...
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    66,68 €