The VAR Implementation Handbook, Chapter 21 - Option Pricing with Constant and Time-Varying Volatility

The VAR Implementation Handbook, Chapter 21 - Option Pricing with Constant and Time-Varying Volatility

  • Greg N. Gregoriou
Publisher:McGraw Hill ProfessionalISBN 13: 9780071732802ISBN 10: 0071732802

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The VAR Implementation Handbook, Chapter 21 - Option Pricing with Constant and Time-Varying Volatility is written by Greg N. Gregoriou and published by McGraw Hill Professional. It's available with International Standard Book Number or ISBN identification 0071732802 (ISBN 10) and 9780071732802 (ISBN 13).

The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.