Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information.
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| Superior document: | Linköping Studies in Science and Technology. Dissertations Series ; v.1657 |
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| : | |
| Place / Publishing House: | Linköping : : Linkopings Universitet,, 2015. {copy}2015. |
| Year of Publication: | 2015 |
| Edition: | 1st ed. |
| Language: | English |
| Series: | Linköping Studies in Science and Technology. Dissertations Series
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| Online Access: | |
| Physical Description: | 1 online resource (123 pages) |
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| 100 | 1 | |a Barkhagen, Mathias. | |
| 245 | 1 | 0 | |a Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information. |
| 250 | |a 1st ed. | ||
| 264 | 1 | |a Linköping : |b Linkopings Universitet, |c 2015. | |
| 264 | 4 | |c {copy}2015. | |
| 300 | |a 1 online resource (123 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Linköping Studies in Science and Technology. Dissertations Series ; |v v.1657 | |
| 505 | 0 | |a 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. | |
| 588 | |a Description based on publisher supplied metadata and other sources. | ||
| 590 | |a Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries. | ||
| 655 | 4 | |a Electronic books. | |
| 776 | 0 | 8 | |i Print version: |a Barkhagen, Mathias |t Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information |d Linköping : Linkopings Universitet,c2015 |
| 797 | 2 | |a ProQuest (Firm) | |
| 830 | 0 | |a Linköping Studies in Science and Technology. Dissertations Series | |
| 856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=30400983 |z Click to View |