Option Pricing and Estimation of Financial Models with R
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Analysis and implementation of models goes beyond the standard Black and Scholes framework and includes Markov switching models, Lévy models and other models with jumps (e.g. the telegraph process); Topics other than option pricing include: volatility and covariation estimation, change point analysis, asymptotic expansion and classification of financial time series from a statistical viewpoint.
The book features problems with solutions and examples. All the examples and R code are available as an additional R package, therefore all the examples can be reproduced.
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Option Pricing and Estimation of Financial Models with R (US $103.95)
-and- Cross Section and Experimental Data Analysis Using EViews (US $130.00)
Total List Price: US $233.95
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