Modelling and Forecasting of Information Technology Stock Prices
Lift the Veil of Hight-tech Myth
In this book, three variances, historical variances of financial series are compared. The variances are: implied variance and the one generated from the GARCH model for Black-Scholes to find out which one is the most suitable method to predict from. The conclusion from this is that the implied standard deviation (ISD) performed best, followed by the GARCH, and the least is the historical volatility. However, the difference between historical volatility and GARCH was not significant. As an alternative, Monte-Carlo simulation was used to calculate European call price for the three companies and find that as the time to step increas…
Mehr
CHF 66.00
Preise inkl. MwSt. und Versandkosten (Portofrei ab CHF 40.00)
V105:
Folgt in ca. 15 Arbeitstagen
Produktdetails
- ISBN: 978-3-8433-8809-2
- EAN: 9783843388092
- Produktnummer: 37827941
- Verlag: LAP Lambert Academic Publishing
- Sprache: Englisch
- Erscheinungsjahr: 2010
- Seitenangabe: 112 S.
- Masse: H22.0 cm x B15.0 cm x D0.7 cm 185 g
- Abbildungen: Paperback
- Gewicht: 185
Über den Autor
2009-2011 PhD in Management research from Brunel University (UK); 2007-2008 MSc in Accounting and Finance from Napier University (UK); 2003-2007 BA in Computing and Mathematics from Huai Hai Institute of Technology (China).
43 weitere Werke von Fang Liu:
Brain and Nature-Inspired Learning, Computation and Recognition
Lift the Veil of Hight-tech Myth
Lift the Veil of Hight-tech Myth
Ebook (EPUB Format)
CHF 283.80
Bewertungen
Anmelden