Exotics options trading pdf 7222 1


Exotics options trading pdf 7222 1


Excellent interface. Great support - shoutout to Alex:) Only problem is that the risk exposure (i.e. maximum purchaseable option) is not forthcoming. This article examines the differences between various Generalized Autoregressive Conditional Heteroscedastics (GARCH) models in pricing exotic options, given that the models have been calibrated on the same data sets using information on both returns and plain vanilla options. First, we found that when the models were calibrated using option data, the previously reported superiority of nonaffine models over the HN in option pricing.




Exotics options trading pdf 7222 1

Exotics options trading pdf 7222 1

Exotics options trading pdf 7222 1



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