Title
BlackScholes and Augmented Option Pricing Models: An Examination of the BlackScholes and Augmented Option Pricing Models: An E,Used
Delivery time: 8-12 business days (International)
The BlackScholes model was a revelation and took a large step forward in terms of mathematical application in quantitative finance. An empirical trait is that the model has generally been used by practitioners in an adhoc fashion. This may explain why actual option prices have rarely converged to respective BlackScholes estimates. Empirical options research has highlighted systematic biases within the model and has attempted to correct for these by proposing models that offer greater consistency in both internal processes and pricing performance. In this thesis, we explore the fundamental reasons for failure in the BlackScholes and analyse the benefit of augmenting the model for processes that may be more consistent with the real world. We place emphasis on consistency between the optionimplicit distribution of the underlying asset and the actual implicit distribution of the underlying asset. Using a three year FTSE 100 option dataset, we quantitatively examine the pricing consistency and reliability of such augmented models.
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Shipping & Returns
Shipping
We ship your order within 2–3 business days for USA deliveries and 5–8 business days for international shipments. Once your package has been dispatched from our warehouse, you'll receive an email confirmation with a tracking number, allowing you to track the status of your delivery.
Returns
To facilitate a smooth return process, a Return Authorization (RA) Number is required for all returns. Returns without a valid RA number will be declined and may incur additional fees. You can request an RA number within 15 days of the original delivery date. For more details, please refer to our Return & Refund Policy page.
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Warranty
We provide a 2-year limited warranty, from the date of purchase for all our products.
If you believe you have received a defective product, or are experiencing any problems with your product, please contact us.
This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).
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Secure Payment
Your payment information is processed securely. We do not store credit card details nor have access to your credit card information.
We accept payments with :
Visa, MasterCard, American Express, Paypal, Shopify Payments, Shop Pay and more.