Identifying Stock Market Bubbles Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities /

Identifying Stock Market Bubbles Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities /

This book introduces readers to a new approach to identifying stock market bubbles by using the illiquidity premium, a parameter derived by employing conic finance theory. Further, it shows how to develop the closed form formulas of the bid and ask prices of European options by using Black-Scholes a...

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Bibliographic Details
Main Author: Karimov, Azar (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
Series:Contributions to Management Science,
Subjects:
Finance.
Risk management.
Financial engineering.
Economics, Mathematical.
Statistics.
Macroeconomics.
Risk Management.
Operations Research/Decision Theory.
Quantitative Finance.
Macroeconomics/Monetary Economics//Financial Economics.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Financial Engineering.
Online Access:Full Text via HEAL-Link

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Full Text via HEAL-Link

ΒΚΠ - Πατρα: ALFd

Holdings details from ΒΚΠ - Πατρα: ALFd
Call Number: 330.01 BAU
Copy 1 Available

ΒΚΠ - Πατρα: BSC

Holdings details from ΒΚΠ - Πατρα: BSC
Call Number: 330.01 BAU
Copy 2 Available
Copy 3 Available

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