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Financial options : from theory to practice
Figlewski, Stephen (ed.) - 1990
Persistent link: https://www.econbiz.de/10013548295
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Portfolio-Optimierung und Beta-Bestimmung unter Verwendung impliziter Informationen
Saßning, Sven - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009691279
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Fixed income markets and their derivatives
Sundaresan, Suresh M. - 2009 - 3. ed.
Persistent link: https://www.econbiz.de/10003826247
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Derivatives : valuation and risk management
Dubofsky, David A.; Miller, Thomas W. - 2003
Persistent link: https://www.econbiz.de/10001603420
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Option pricing and strategies in investing
Bookstaber, Richard M. - 1984 - 3. print
Persistent link: https://www.econbiz.de/10001936060
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Fixed income markets and their derivatives
Sundaresan, Suresh M. - 2002 - 2. ed.
Persistent link: https://www.econbiz.de/10001574340
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Explaining asset prizing puzzles associated with the 1987 market crash
Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S. - In: Journal of financial economics 101 (2011) 3, pp. 552-573
Persistent link: https://www.econbiz.de/10009247604
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Statistics and finance : an introduction
Ruppert, David - 2004
regression using splines, are introduced as needed. The classical methods of finance such as portfolio theory, CAPM, and the …:Introduction * Probability and Statistical Models * Returns * Time Series Models * Portfolio Theory * Regression * The Capital Asset Pricing …
Persistent link: https://www.econbiz.de/10001805902
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Explaining asset pricing puzzles associated with the 1987 market crash
Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S. - 2010
The 1987 market crash was associated with a dramatic and permanent steepening of the implied volatility curve for equity index options, despite minimal changes in aggregate consumption. We explain these events within a general equilibrium framework in which expected endowment growth and economic...
Persistent link: https://www.econbiz.de/10008699179
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Testing momentum effectfor the US market : from equity to option strategies
Siri, Julián R.; Serur, Juan A.; Dapena, José P. - 2017
Conventional financial theory considers ex-ante that risk, generally measured by the volatility, has to be …
Persistent link: https://www.econbiz.de/10011757486