Authors:
Applies the general equilibrium approach in explaining the puzzle
Proposes variance risk premium and empirically tests its predictive power for international stock market returns
Elaborates the international stock market
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Table of contents (11 chapters)
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Front Matter
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Introduction and Model
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Front Matter
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Comparison Between Models
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Front Matter
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Jump Risk Premium
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Front Matter
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Back Matter
About this book
Authors and Affiliations
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Department of Finance, School of Economics, Xiamen University, Xiamen, China
Jian Chen
Bibliographic Information
Book Title: General Equilibrium Option Pricing Method: Theoretical and Empirical Study
Authors: Jian Chen
DOI: https://doi.org/10.1007/978-981-10-7428-8
Publisher: Springer Singapore
eBook Packages: Economics and Finance, Economics and Finance (R0)
Copyright Information: Xiamen University Press and Springer Nature Singapore Pte Ltd. 2018
Hardcover ISBN: 978-981-10-7427-1Published: 20 April 2018
Softcover ISBN: 978-981-13-3950-9Published: 29 December 2018
eBook ISBN: 978-981-10-7428-8Published: 10 April 2018
Edition Number: 1
Number of Pages: XI, 164
Number of Illustrations: 21 b/w illustrations, 10 illustrations in colour
Additional Information: Jointly published with Xiamen University Press, Fujian Province, China
Topics: Public Finance, Macroeconomics/Monetary Economics//Financial Economics, Economic Theory/Quantitative Economics/Mathematical Methods