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Bester Preis: Fr. 6.23 (€ 6.37)¹ (vom 10.03.2019)1
Identifying Stock Market Bubbles
DE HC NWISBN: 9783319650081 bzw. 3319650084, in Deutsch, Springer Shop, gebundenes Buch, neu.
Lieferung aus: Italien, Lagernd, zzgl. Versandkosten.
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 and Kou models. By using the derived formulas and sliding windows technique, the book explains how to numerically calculate illiquidity premiums. The methods introduced here will enable readers interested in risk management, portfolio optimization and hedging in real-time to identify when asset prices are in a bubble state and when that bubble bursts. Moreover, the techniques discussed will allow them to accurately recognize periods of exuberance and panic, and to measure how different strategies work during these phases with respect to calmer periods of market behavior. A brief history of financial bubbles and an outlook on future developments serve to round out the coverage. , Hard cover.
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 and Kou models. By using the derived formulas and sliding windows technique, the book explains how to numerically calculate illiquidity premiums. The methods introduced here will enable readers interested in risk management, portfolio optimization and hedging in real-time to identify when asset prices are in a bubble state and when that bubble bursts. Moreover, the techniques discussed will allow them to accurately recognize periods of exuberance and panic, and to measure how different strategies work during these phases with respect to calmer periods of market behavior. A brief history of financial bubbles and an outlook on future developments serve to round out the coverage. , Hard cover.
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Identifying Stock Market Bubbles
~EN NW ABISBN: 9783319650081 bzw. 3319650084, vermutlich in Englisch, neu, Hörbuch.
Lieferung aus: Österreich, Lieferzeit: 5 Tage, zzgl. Versandkosten.
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 and Kou models. By using the derived formulas and sliding windows technique, the book explains how to numerically calculate illiquidity premiums. The methods introduced here will enable readers interested in risk management, portfolio optimization and hedging in real-time to identify when asset prices are in a bubble state and when that bubble bursts. Moreover, the techniques discussed will allow them to accurately recognize periods of exuberance and panic, and to measure how different strategies work during these phases with respect to calmer periods of market behavior. A brief history of financial bubbles and an outlook on future developments serve to round out the coverage. .
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 and Kou models. By using the derived formulas and sliding windows technique, the book explains how to numerically calculate illiquidity premiums. The methods introduced here will enable readers interested in risk management, portfolio optimization and hedging in real-time to identify when asset prices are in a bubble state and when that bubble bursts. Moreover, the techniques discussed will allow them to accurately recognize periods of exuberance and panic, and to measure how different strategies work during these phases with respect to calmer periods of market behavior. A brief history of financial bubbles and an outlook on future developments serve to round out the coverage. .
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| Identifying Stock Market Bubbles | Springer GmbH | 2017
~EN NWISBN: 9783319650081 bzw. 3319650084, vermutlich in Englisch, Springer-Verlag GmbH, neu.
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 and Kou models. By using the derived formulas and sliding windows technique, the book explains how to numerically calculate illiquidity premiums. The methods introduced here will enable readers interested in risk management, portfolio optimization and hedging in real-time to identify when asset prices are in a bubble state and when that bubble bursts. Moreover, the techniques discussed will allow them to accurately recognize periods of exuberance and panic, and to measure how different strategies work during these phases with respect to calmer periods of market behavior. A brief history of financial bubbles and an outlook on future developments serve to round out the coverage.
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Identifying Stock Market Bubbles
DE NW EBISBN: 9783319650081 bzw. 3319650084, in Deutsch, Springer International Publishing, neu, E-Book.
Lieferung aus: Vereinigte Staaten von Amerika, E-Book zum download.
Business, 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 and Kou models. By using the derived formulas and sliding windows technique, the book explains how to numerically calculate illiquidity premiums. The methods introduced here will enable readers interested in risk management, portfolio optimization and hedgingin real-timeto identify when asset prices are in a bubble state and when that bubble bursts. Moreover, the techniques discussed will allow them to accurately recognize periods of exuberance and panic, and to measure how different strategies work during these phases with respect to calmer periods of market behavior. A brief history of financial bubbles and an outlook on future developments serve to round out the coverage. eBook.
Business, 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 and Kou models. By using the derived formulas and sliding windows technique, the book explains how to numerically calculate illiquidity premiums. The methods introduced here will enable readers interested in risk management, portfolio optimization and hedgingin real-timeto identify when asset prices are in a bubble state and when that bubble bursts. Moreover, the techniques discussed will allow them to accurately recognize periods of exuberance and panic, and to measure how different strategies work during these phases with respect to calmer periods of market behavior. A brief history of financial bubbles and an outlook on future developments serve to round out the coverage. eBook.
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Identifying Stock Market Bubbles: Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities Azar Karimov Author
~EN HC NWISBN: 9783319650081 bzw. 3319650084, vermutlich in Englisch, Springer International Publishing, gebundenes Buch, neu.
Lieferung aus: Vereinigte Staaten von Amerika, Lagernd, zzgl. Versandkosten.
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 and Kou models. By using the derived formulas and sliding windows technique, the book explains how to numerically calculate illiquidity premiums. The methods introduced here will enable readers interested in risk management, portfolio optimization and hedgingin real-timeto identify when asset prices are in a bubble state and when that bubble bursts. Moreover, the techniques discussed will allow them to accurately recognize periods of exuberance and panic, and to measure how different strategies work during these phases with respect to calmer periods of market behavior. A brief history of financial bubbles and an outlook on future developments serve to round out the coverage.
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 and Kou models. By using the derived formulas and sliding windows technique, the book explains how to numerically calculate illiquidity premiums. The methods introduced here will enable readers interested in risk management, portfolio optimization and hedgingin real-timeto identify when asset prices are in a bubble state and when that bubble bursts. Moreover, the techniques discussed will allow them to accurately recognize periods of exuberance and panic, and to measure how different strategies work during these phases with respect to calmer periods of market behavior. A brief history of financial bubbles and an outlook on future developments serve to round out the coverage.
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Identifying Stock Market Bubbles (2018)
DE HC NW RPISBN: 9783319879246 bzw. 3319879243, in Deutsch, gebundenes Buch, neu, Nachdruck.
Lieferung aus: Deutschland, Next Day, Versandkostenfrei.
Erscheinungsdatum: 15.08.2018, Medium: Taschenbuch, Einband: Kartoniert / Broschiert, Titel: Identifying Stock Market Bubbles, Titelzusatz: Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities, Auflage: Softcover reprint of the original 1st ed. 2017, Autor: Karimov, Azar, Verlag: Springer International Publishing, Sprache: Englisch, Schlagworte: Makroökonomie // Finanz // und Rechnungswesen // Finanzen // Management und Managementtechniken // Management: Entscheidungstheorie // Unternehmensforschung // Wahrscheinlichkeitsrechnung und Statistik, Rubrik: Wirtschaft // Management, Seiten: 156, Informationen: Previously published in hardcover, Gewicht: 246 gr, Verkäufer: averdo.
Erscheinungsdatum: 15.08.2018, Medium: Taschenbuch, Einband: Kartoniert / Broschiert, Titel: Identifying Stock Market Bubbles, Titelzusatz: Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities, Auflage: Softcover reprint of the original 1st ed. 2017, Autor: Karimov, Azar, Verlag: Springer International Publishing, Sprache: Englisch, Schlagworte: Makroökonomie // Finanz // und Rechnungswesen // Finanzen // Management und Managementtechniken // Management: Entscheidungstheorie // Unternehmensforschung // Wahrscheinlichkeitsrechnung und Statistik, Rubrik: Wirtschaft // Management, Seiten: 156, Informationen: Previously published in hardcover, Gewicht: 246 gr, Verkäufer: averdo.
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Identifying Stock Market Bubbles (2017)
~EN NWISBN: 3319650084 bzw. 9783319650081, vermutlich in Englisch, neu.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
8
Identifying Stock Market Bubbles
DE PB NWISBN: 9783319879246 bzw. 3319879243, in Deutsch, Springer Shop, Taschenbuch, neu.
Lieferung aus: Italien, Lagernd, zzgl. Versandkosten.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
9
| Identifying Stock Market Bubbles | Springer | Softcover reprint of the original 1st ed. 2017 | 2018
DE PB NWISBN: 9783319879246 bzw. 3319879243, in Deutsch, Springer, Taschenbuch, neu.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
10
Symbolbild
Identifying Stock Market Bubbles: Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities (Contributions to Management Science) (2017)
EN HC NW FEISBN: 9783319650081 bzw. 3319650084, in Englisch, 147 Seiten, Springer, gebundenes Buch, neu, Erstausgabe.
Lieferung aus: Deutschland, Noch nicht erschienen. Versandkostenfrei.
Von Händler/Antiquariat, Amazon.de.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Von Händler/Antiquariat, Amazon.de.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
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