Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information.

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
:
Barkhagen, Mathias.
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
Online Access:
Physical Description:1 online resource (123 pages)
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ctrlnum (MiAaPQ)50030400983
(Au-PeEL)EBL30400983
(OCoLC)1372399491
collection bib_alma
record_format marc
spelling Barkhagen, Mathias.
Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information.
1st ed.
Linköping : Linkopings Universitet, 2015.
{copy}2015.
1 online resource (123 pages)
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
Linköping Studies in Science and Technology. Dissertations Series ; v.1657
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.
Description based on publisher supplied metadata and other sources.
Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
Electronic books.
Print version: Barkhagen, Mathias Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information Linköping : Linkopings Universitet,c2015
ProQuest (Firm)
Linköping Studies in Science and Technology. Dissertations Series
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=30400983 Click to View
language English
format eBook
author Barkhagen, Mathias.
spellingShingle Barkhagen, Mathias.
Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information.
Linköping Studies in Science and Technology. Dissertations Series ;
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.
author_facet Barkhagen, Mathias.
author_variant m b mb
author_sort Barkhagen, Mathias.
title Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information.
title_full Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information.
title_fullStr Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information.
title_full_unstemmed Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information.
title_auth Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information.
title_new Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information.
title_sort optimal decisions in the equity index derivatives markets using option implied information.
series Linköping Studies in Science and Technology. Dissertations Series ;
series2 Linköping Studies in Science and Technology. Dissertations Series ;
publisher Linkopings Universitet,
publishDate 2015
physical 1 online resource (123 pages)
edition 1st ed.
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.
isbn 9789175190815
genre Electronic books.
genre_facet Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=30400983
illustrated Not Illustrated
oclc_num 1372399491
work_keys_str_mv AT barkhagenmathias optimaldecisionsintheequityindexderivativesmarketsusingoptionimpliedinformation
status_str n
ids_txt_mv (MiAaPQ)50030400983
(Au-PeEL)EBL30400983
(OCoLC)1372399491
carrierType_str_mv cr
hierarchy_parent_title Linköping Studies in Science and Technology. Dissertations Series ; v.1657
is_hierarchy_title Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information.
container_title Linköping Studies in Science and Technology. Dissertations Series ; v.1657
marc_error Info : MARC8 translation shorter than ISO-8859-1, choosing MARC8. --- [ 856 : z ]
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