LEADER 01019nam0-22003251i-450- 001 990004636980403321 005 20060929113714.0 010 $a88-85669-33-6 035 $a000463698 035 $aFED01000463698 035 $a(Aleph)000463698FED01 035 $a000463698 100 $a19990604d1994----km-y0itay50------ba 101 0 $aita 105 $ay-------001yy 200 1 $aFrancesco$eun passaggio$edonna e donne negli scritti e nelle leggende di Francesco d'Assisi$fJacques Dalarun$gpostfazione di Giovanni Miccoli 210 $aRoma$cViella$d1994. 215 $a198 p.$d24 cm 225 1 $a<>libri di Viella$v2 610 0 $aFRANCESCO D'ASSISI. OPERE. FIGURA FEMMINILE. 676 $a261.8344$v21$zita 700 1$aDalarun,$bJacques$f<1952- >$0163275 702 1$aMiccoli,$bGiovanni$f<1933- > 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a990004636980403321 952 $a261.834 DAL 1$bBibl.18902$fFLFBC 959 $aFLFBC 996 $aFrancesco$9551838 997 $aUNINA LEADER 01168nam a22002771i 4500 001 991001573829707536 005 20031123191253.0 008 040407s1945 it a||||||||||||||||ita 035 $ab12790898-39ule_inst 035 $aARCHE-077052$9ExL 040 $aDip.to Scienze Storiche$bita$cA.t.i. 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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 alternative approach is presented that has emerged over the past ten years of academic research, an approach that is much more grounded on a realistic statistical analysis of data rather than on ad hoc tractable continuous time option pricing models. The reader then learns what it takes to understand and implement these option pricing models based on time series analysis in a self-contained way. The discussion covers modeling choices available to the quantitative analyst, as well as the tools to decide upon a particular model based on the historical datasets of financial returns. The reader is then guided into numerical deduction of option prices from these models and illustrations with real examples are used to reflect the accuracy of the approach using datasets of options on equity indices. 606 $aFinance 606 $aMacroeconomics 606 $aEconomics, Mathematical 606 $aStatistics 606 $aFinance, general$3https://scigraph.springernature.com/ontologies/product-market-codes/600000 606 $aMacroeconomics/Monetary Economics//Financial Economics$3https://scigraph.springernature.com/ontologies/product-market-codes/W32000 606 $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062 606 $aStatistics for Business, Management, Economics, Finance, Insurance$3https://scigraph.springernature.com/ontologies/product-market-codes/S17010 615 0$aFinance. 615 0$aMacroeconomics. 615 0$aEconomics, Mathematical. 615 0$aStatistics. 615 14$aFinance, general. 615 24$aMacroeconomics/Monetary Economics//Financial Economics. 615 24$aQuantitative Finance. 615 24$aStatistics for Business, Management, Economics, Finance, Insurance. 676 $a330 676 $a330.015195 676 $a332 676 $a519 700 $aChorro$b Christophe$4aut$4http://id.loc.gov/vocabulary/relators/aut$01065475 702 $aGuégan$b Dominique$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aIelpo$b Florian$4aut$4http://id.loc.gov/vocabulary/relators/aut 906 $aBOOK 912 $a9910298518103321 996 $aA Time Series Approach to Option Pricing$92545824 997 $aUNINA