UID:
almahu_9949846652202882
Format:
1 online resource (123 pages)
Edition:
1st ed.
ISBN:
9789175190815
Series Statement:
Linköping Studies in Science and Technology. Dissertations Series ; v.1657
Note:
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.
Additional Edition:
Print version: Barkhagen, Mathias Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information Linköping : Linkopings Universitet,c2015
Language:
English
Keywords:
Electronic books.
