Equilibrium models for derivatives markets with frictions
par Yuan Zhang
| Year of publication: |
2018
|
|---|---|
| Authors: | Zhang, Yuan |
| Publisher: |
Lausanne : Ecole Polytechnique Fédérale de Lausanne |
| Subject: | Market Structure | Market Power | Risk Imbalance | Hedging Pressure | Option Liquidity | Risk Premia | Information Leakage | Theorie | Theory | Derivat | Derivative | Hedging | Unvollkommener Markt | Incomplete market | Marktstruktur | Market structure | Marktmacht | Market power | Risikoprämie | Risk premium | CAPM |
| Description of contents: |
This thesis develops equilibrium models, and studies the effects of market frictions on risk-sharing, derivatives pricing, and trading patterns.
|
| Published items: |
3 hits in ECONIS - Online Catalogue of the ZBW
|
freely available
| Extent: | 1 Online-Ressource (xiii, 140 Seiten) illustrations 28 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Sammelwerk ; Collection of articles of several authors ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Dissertation, École Polytechnique Fédérale de Lausanne, 2018 |
| Notes: | Enthält 3 Beiträge Zusammenfassung in französischer Sprache |
| Other identifiers: | 10.5075/epfl-thesis-8703 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011933412