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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Table of 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.