The pricing of options on WIG20 using GARCH models - 8 Angebote vergleichen
Preise | 2013 | 2014 | 2015 | 2019 |
---|---|---|---|---|
Schnitt | Fr. 32.81 (€ 33.63)¹ | Fr. 39.81 (€ 40.80)¹ | Fr. 44.11 (€ 45.20)¹ | Fr. 36.91 (€ 37.82)¹ |
Nachfrage |
1
Symbolbild
The pricing of options on WIG20 using GARCH models (2006)
DE PB NW
ISBN: 9783659399978 bzw. 3659399973, in Deutsch, LAP LAMBERT Academic Publishing, Taschenbuch, neu.
Von Händler/Antiquariat, BuySomeBooks [52360437], Las Vegas, NV, U.S.A.
Paperback. 56 pages. Dimensions: 8.7in. x 5.9in. x 0.1in.In this paper the application of several option pricing models has been tested on the basis of options traded on the Warsaw Stock Exchange. The models have been evaluated by comparing option prices estimates to prices observed on the market. The chosen models are: a few alternative versions of the Duan (1995) GARCH Option Pricing Model, and two versions of the model by Black (1976). A separate section is devoted to the impact of the implied dividend yield on prices of options. The study covers a period from January 2006 to March 2012. Results show that the most accurate models are the Black model with a volatility term structure, and the Duan GARCH Option Pricing Model with implied dividend yield and Students T random errors. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN.
Paperback. 56 pages. Dimensions: 8.7in. x 5.9in. x 0.1in.In this paper the application of several option pricing models has been tested on the basis of options traded on the Warsaw Stock Exchange. The models have been evaluated by comparing option prices estimates to prices observed on the market. The chosen models are: a few alternative versions of the Duan (1995) GARCH Option Pricing Model, and two versions of the model by Black (1976). A separate section is devoted to the impact of the implied dividend yield on prices of options. The study covers a period from January 2006 to March 2012. Results show that the most accurate models are the Black model with a volatility term structure, and the Duan GARCH Option Pricing Model with implied dividend yield and Students T random errors. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN.
2
Symbolbild
The pricing of options on WIG20 using GARCH models (2013)
DE PB NW RP
ISBN: 9783659399978 bzw. 3659399973, in Deutsch, Lap Lambert Academic Publishing Jun 2013, Taschenbuch, neu, Nachdruck.
Von Händler/Antiquariat, AHA-BUCH GmbH [51283250], Einbeck, Germany.
This item is printed on demand - Print on Demand Titel. - In this paper the application of several option pricing models has been tested on the basis of options traded on the Warsaw Stock Exchange. The models have been evaluated by comparing option prices estimates to prices observed on the market. The chosen models are: a few alternative versions of the Duan (1995) GARCH Option Pricing Model, and two versions of the model by Black (1976). A separate section is devoted to the impact of the implied dividend yield on prices of options. The study covers a period from January 2006 to March 2012. Results show that the most accurate models are the Black model with a volatility term structure, and the Duan GARCH Option Pricing Model with implied dividend yield and Student s T random errors. 56 pp. Englisch.
This item is printed on demand - Print on Demand Titel. - In this paper the application of several option pricing models has been tested on the basis of options traded on the Warsaw Stock Exchange. The models have been evaluated by comparing option prices estimates to prices observed on the market. The chosen models are: a few alternative versions of the Duan (1995) GARCH Option Pricing Model, and two versions of the model by Black (1976). A separate section is devoted to the impact of the implied dividend yield on prices of options. The study covers a period from January 2006 to March 2012. Results show that the most accurate models are the Black model with a volatility term structure, and the Duan GARCH Option Pricing Model with implied dividend yield and Student s T random errors. 56 pp. Englisch.
3
The pricing of options on WIG20 using GARCH models (2012)
~EN PB NW
ISBN: 9783659399978 bzw. 3659399973, vermutlich in Englisch, LAP Lambert Academic Publishing, Taschenbuch, neu.
Lieferung aus: Deutschland, Versandkostenfrei.
The pricing of options on WIG20 using GARCH models: In this paper the application of several option pricing models has been tested on the basis of options traded on the Warsaw Stock Exchange. The models have been evaluated by comparing option prices estimates to prices observed on the market. The chosen models are: a few alternative versions of the Duan (1995) GARCH Option Pricing Model, and two versions of the model by Black (1976). A separate section is devoted to the impact of the implied dividend yield on prices of options. The study covers a period from January 2006 to March 2012. Results show that the most accurate models are the Black model with a volatility term structure, and the Duan GARCH Option Pricing Model with implied dividend yield and Student`s T random errors. Englisch, Taschenbuch.
The pricing of options on WIG20 using GARCH models: In this paper the application of several option pricing models has been tested on the basis of options traded on the Warsaw Stock Exchange. The models have been evaluated by comparing option prices estimates to prices observed on the market. The chosen models are: a few alternative versions of the Duan (1995) GARCH Option Pricing Model, and two versions of the model by Black (1976). A separate section is devoted to the impact of the implied dividend yield on prices of options. The study covers a period from January 2006 to March 2012. Results show that the most accurate models are the Black model with a volatility term structure, and the Duan GARCH Option Pricing Model with implied dividend yield and Student`s T random errors. Englisch, Taschenbuch.
4
The pricing of options on WIG20 using GARCH models (2012)
~EN NW AB
ISBN: 9783659399978 bzw. 3659399973, vermutlich in Englisch, neu, Hörbuch.
Lieferung aus: Niederlande, Lieferzeit: 5 Tage, zzgl. Versandkosten.
In this paper the application of several option pricing models has been tested on the basis of options traded on the Warsaw Stock Exchange. The models have been evaluated by comparing option prices estimates to prices observed on the market. The chosen models are: a few alternative versions of the Duan (1995) GARCH Option Pricing Model, and two versions of the model by Black (1976). A separate section is devoted to the impact of the implied dividend yield on prices of options. The study covers a period from January 2006 to March 2012. Results show that the most accurate models are the Black model with a volatility term structure, and the Duan GARCH Option Pricing Model with implied dividend yield and Student's T random errors.
In this paper the application of several option pricing models has been tested on the basis of options traded on the Warsaw Stock Exchange. The models have been evaluated by comparing option prices estimates to prices observed on the market. The chosen models are: a few alternative versions of the Duan (1995) GARCH Option Pricing Model, and two versions of the model by Black (1976). A separate section is devoted to the impact of the implied dividend yield on prices of options. The study covers a period from January 2006 to March 2012. Results show that the most accurate models are the Black model with a volatility term structure, and the Duan GARCH Option Pricing Model with implied dividend yield and Student's T random errors.
6
The pricing of options on WIG20 using GARCH models
~EN PB NW
ISBN: 3659399973 bzw. 9783659399978, vermutlich in Englisch, LAP Lambert Academic Publishing, Taschenbuch, neu.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
7
Symbolbild
The Pricing of Options on Wig20 Using Garch Models (2013)
DE PB NW RP
ISBN: 9783659399978 bzw. 3659399973, in Deutsch, LAP Lambert Academic Publishing, Taschenbuch, neu, Nachdruck.
Von Händler/Antiquariat, English-Book-Service - A Fine Choice [1048135], Waldshut-Tiengen, Germany.
This item is printed on demand for shipment within 3 working days.
This item is printed on demand for shipment within 3 working days.
8
The pricing of options on WIG20 using GARCH models
~EN PB NW
ISBN: 9783659399978 bzw. 3659399973, vermutlich in Englisch, Taschenbuch, neu.
Lieferung aus: Deutschland, Next Day, Versandkostenfrei.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Lade…