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General Equilibrium Option Pricing Method: Theoretical and Empirical Study

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Cover of 'General Equilibrium Option Pricing Method: Theoretical and Empirical Study'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 General Equilibrium Option Pricing Models
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    Chapter 3 Simulation Comparison
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    Chapter 4 Empirical Comparison
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    Chapter 5 Fanning Out Preference and Option Pricing
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    Chapter 6 Jump Size Distributions and Option Pricing
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    Chapter 7 Risk Aversion Estimated from Volatility Spread
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    Chapter 8 Predictability of VRP: Hongkong Evidence
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    Chapter 9 Predictability of VRP: Other International Evidence
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    Chapter 10 Predictability of VRP: A Comparison Study
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    Chapter 11 Conclusions
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