Christophe Chorro: 1 book

Book cover of A Time Series Approach to Option Pricing

A Time Series Approach to Option Pricing

Models, Methods and Empirical Performances

by Christophe Chorro, Dominique Guégan, Florian Ielpo
Language: English
Release Date: December 4, 2014

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...
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