Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information.
Title:
Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information.
Author:
Barkhagen, Mathias.
ISBN:
9789175190815
Personal Author:
Edition:
1st ed.
Physical Description:
1 online resource (123 pages)
Series:
Linköping Studies in Science and Technology. Dissertations Series ; v.1657
Linköping Studies in Science and Technology. Dissertations Series
Contents:
Intro -- Abstract -- Sammanfattning -- Acknowledgements -- List of Papers -- Contents -- 1 Introduction -- 2 Optimal decisions under uncertainty in the equity index derivatives markets -- 3 Empirical properties of equity index options -- 4 Option implied surfaces -- 5 Dynamic models of option implied surfaces -- 6 Estimating the physical PDF from observed option prices -- 7 Summary of included papers -- References.
Local Note:
Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
Genre:
Electronic Access:
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