{"product_id":"modelling-and-forecasting-of-information-technology-stock-prices-von-fang-liu","title":"Modelling and Forecasting of Information Technology Stock Prices","description":"\u003cp\u003eIn 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 increase, the results converge to the  Black-Scholes model.\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783843388092\"\u003e\u003ch3\u003eLift the Veil of Hight-tech Myth\u003c\/h3\u003e\u003c\/div\u003e","brand":"Autorenwelt Shop","offers":[{"title":"Softcover - 9783843388092","offer_id":39497142599773,"sku":"9783843388092","price":49.0,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/ab0c0b9c-35f0-40b0-b01e-cfaf3a8b8783.jpg?v=1776054155","url":"https:\/\/shop.autorenwelt.de\/products\/modelling-and-forecasting-of-information-technology-stock-prices-von-fang-liu","provider":"Autorenwelt Shop","version":"1.0","type":"link"}