If you have any questions, you are always welcome to contact us. We'll get back to you as soon as possible, withing 24 hours on weekdays.
Customer service
All questions about your order, return and delivery must be sent to our customer service team by e-mail at yourstore@yourdomain.com
Sale & Press
If you are interested in selling our products, need more information about our brand or wish to make a collaboration, please contact us at press@yourdomain.com
Help
If you have any questions, you are always welcome to contact us. We'll get back to you as soon as possible, withing 24 hours on weekdays.
Customer service
All questions about your order, return and delivery must be sent to our customer service team by e-mail at yourstore@yourdomain.com
Sale & Press
If you are interested in selling our products, need more information about our brand or wish to make a collaboration, please contact us at press@yourdomain.com
Option markets have become among the most heavily transacted financial markets in the world. Option pricing models are used to price the options transacted on these markets. These models have been described as amongst the most accurate in the social sciences. Despite this outstanding success, claims that the conventional option pricing models are failing are appearing with increasing frequency. These anomalies represent a serious problem for option markets because they imply that the conventional option pricing approaches are flawed.A flawed option pricing model represents a serious problem for the global financial system as a whole. Options are the mechanism in which financial participants may transfer risk between each other. Clearly, if the best conventional option pricing models are suboptimal (i.e. misspecified), this risk transfer is suboptimal also. Powerful desktop computing and abundant, extremely accurate intraday transactions data, has led many researchers to pursue modern statistical approaches for pricing options. In this book we use various such approaches and show that they lead to improved option pricing.
⚠️ WARNING (California Proposition 65):
This product may contain chemicals known to the State of California to cause cancer,
birth defects, or other reproductive harm.
For MAP (Minimum Advertised Price) violations and Intellectual Property (IP) or Trademark concerns, please contact:
support@ergodebooks.com
⚠️ California Proposition 65 Warning: Some products sold on this website may expose you to chemicals known to the State of California to cause cancer, birth defects, or other reproductive harm. For more information, visit www.P65Warnings.ca.gov.
