Identifying Stock Market Bubbles
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Identifying Stock Market Bubbles
Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities
Karimov, Azar
Springer International Publishing AG
08/2018
131
Mole
Inglês
9783319879246
15 a 20 dias
454
Descrição não disponível.
Introduction.- Review on Research Conducted.- Theory of Conic Finance.- Stock Prices Follow a Brownian Motion.- Stock Prices Follow a Double Exponential Jump-Diffusion Model.- Numerical Implementation and Parameter Estimation Under Kou Model.- Illiquidity Premium and Connection with Financial Bubbles.- Conclusion and Future Outlook.
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conic finance;bid-ask prices;Kou model;illiquidity premium;extended Black Scholes model;asset price bubbles;derived formulas;sliding windows technique;quantitative finance
Introduction.- Review on Research Conducted.- Theory of Conic Finance.- Stock Prices Follow a Brownian Motion.- Stock Prices Follow a Double Exponential Jump-Diffusion Model.- Numerical Implementation and Parameter Estimation Under Kou Model.- Illiquidity Premium and Connection with Financial Bubbles.- Conclusion and Future Outlook.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
