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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 risk premium and empirically tests its predictive power for international stock market returns.

Securities --- Prices --- Mathematical models. --- Finance. --- Finance, Public. --- Economic theory. --- Macroeconomics. --- Public Finance. --- Macroeconomics/Monetary Economics//Financial Economics. --- Economic Theory/Quantitative Economics/Mathematical Methods. --- Economic theory --- Political economy --- Social sciences --- Economic man --- Economics --- Cameralistics --- Public finance --- Currency question --- Public finances

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Information storage and retrieval systems. --- Expert systems (Computer science) --- Artificial intelligence. --- AI (Artificial intelligence) --- Artificial thinking --- Electronic brains --- Intellectronics --- Intelligence, Artificial --- Intelligent machines --- Machine intelligence --- Thinking, Artificial --- Bionics --- Cognitive science --- Digital computer simulation --- Electronic data processing --- Logic machines --- Machine theory --- Self-organizing systems --- Simulation methods --- Fifth generation computers --- Neural computers --- Knowledge-based systems (Computer science) --- Systems, Expert (Computer science) --- Artificial intelligence --- Computer systems --- Soft computing --- Automatic data storage --- Automatic information retrieval --- Automation in documentation --- Computer-based information systems --- Data processing systems --- Data storage and retrieval systems --- Discovery systems, Information --- Information discovery systems --- Information processing systems --- Information retrieval systems --- Machine data storage and retrieval --- Mechanized information storage and retrieval systems --- Electronic information resources --- Data centers --- Digital libraries --- Information organization --- Information retrieval --- Mineria de dades --- Sistemes d'informació

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The 62 reproduced typescripts, several double spaced, cover general topics, analysis and modelling, software development, distributed and concurrent systems, database systems and applications, and applications and experiences. The specific topics include typing communicating sequential processes, extended formal specifications to object-oriented models through level-view structured schemas, a multi- layered system of metrics for measuring reuse by inheritance, an algorithm for describing object-oriented software architecture using graphs, supporting distributed software development processes in a Web-based environment, building a repository for workflow systems, efficiently computing frequent tree-like topology patterns in a Web environment, and a personal intelligent navigation system based on Java. Only the authors are indexed. Annotation copyrighted by Book News, Inc., Portland, OR.

Object-oriented programming (Computer science) --- Congresses.

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The 62 reproduced typescripts, several double spaced, cover general topics, analysis and modelling, software development, distributed and concurrent systems, database systems and applications, and applications and experiences. The specific topics include typing communicating sequential processes, extended formal specifications to object-oriented models through level-view structured schemas, a multi- layered system of metrics for measuring reuse by inheritance, an algorithm for describing object-oriented software architecture using graphs, supporting distributed software development processes in a Web-based environment, building a repository for workflow systems, efficiently computing frequent tree-like topology patterns in a Web environment, and a personal intelligent navigation system based on Java. Only the authors are indexed. Annotation copyrighted by Book News, Inc., Portland, OR.

Object-oriented programming (Computer science) --- Congresses.