How Long to Read General Equilibrium Option Pricing Method: Theoretical and Empirical Study

How Long Does it Take to Read General Equilibrium Option Pricing Method: Theoretical and Empirical Study?

It takes the average reader 2 hours and 46 minutes to read General Equilibrium Option Pricing Method: Theoretical and Empirical Study by Jian Chen

Assuming a reading speed of 250 words per minute. Learn more

Description

This book mainly addresses the general equilibrium asset pricing method in two aspects: option pricing and variance risk premium. First, volatility smile and smirk is the famous puzzle in option pricing. Different from no arbitrage method, this book applies the general equilibrium approach in explaining the puzzle. In the presence of jump, investors impose more weights on the jump risk than the volatility risk, and as a result, investors require more jump risk premium which generates a pronounced volatility smirk. Second, based on the general equilibrium framework, this book proposes variance...

How long is General Equilibrium Option Pricing Method: Theoretical and Empirical Study?

General Equilibrium Option Pricing Method: Theoretical and Empirical Study by Jian Chen is 164 pages long, and a total of 41,656 words.

This makes it 55% the length of the average book. It also has 51% more words than the average book.

How Long Does it Take to Read General Equilibrium Option Pricing Method: Theoretical and Empirical Study Aloud?

The average oral reading speed is 183 words per minute. This means it takes 3 hours and 47 minutes to read General Equilibrium Option Pricing Method: Theoretical and Empirical Study aloud.

What Reading Level is General Equilibrium Option Pricing Method: Theoretical and Empirical Study?

General Equilibrium Option Pricing Method: Theoretical and Empirical Study is suitable for students ages 10 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy General Equilibrium Option Pricing Method: Theoretical and Empirical Study?

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