Chaos Theory in Equity Markets
Book Details
Author(s)Kenny Graham
ISBN / ASINB00A3DGZOY
ISBN-13978B00A3DGZO3
Sales Rank1,717,732
MarketplaceUnited States 🇺🇸
Description
The purpose of the book is to look at the impact of chaos theory on option prices, especially in illiquid markets; characterized by low volume and high volatility. I will then use this insight to suggest ideas about pricing exotic options like a chooser option, explore the benefit of using the theory to finance and make a comparative study with the Black-Scholes equivalent.
