Identifying Stock Market Bubbles (eBook, PDF)
Azar Karimov
eBook, PDF

Identifying Stock Market Bubbles (eBook, PDF)

Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities

Versandkostenfrei!
Sofort per Download lieferbar
81,95 €
inkl. MwSt.
Alle Infos zum eBook verschenken
Weitere Ausgaben:
PAYBACK Punkte
41 °P sammeln!
This book introduces readers to a new approach to identifying stock market bubbles by using the illiquidity premium, a parameter derived by employing conic finance theory. Further, it shows how to develop the closed form formulas of the bid and ask prices of European options by using Black-Scholes and Kou models. By using the derived formulas and sliding windows technique, the book explains how to numerically calculate illiquidity premiums. The methods introduced here will enable readers interested in risk management, portfolio optimization and hedging in real-time to identify when asset price...

Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in A, B, BG, CY, CZ, D, DK, EW, E, FIN, F, GR, HR, H, IRL, I, LT, L, LR, M, NL, PL, P, R, S, SLO, SK ausgeliefert werden.