Essays in asset pricing

author: Piotr Orłowski

Year of publication:	July 10, 2017
Authors:	Orlowski, Piotr
Publisher:	[Lugano]
Subject:	Variance risk premium \| VIX \| Jump risk \| Risk premium \| Moment generating function \| Cumulant generating function \| Pricing kernel \| State space model \| Affine jump diffusion \| Risikoprämie \| Volatilität \| Volatility \| Optionspreistheorie \| Option pricing theory \| Stochastischer Prozess \| Stochastic process \| Zustandsraummodell \| CAPM \| Varianzanalyse \| Analysis of variance \| Optionsgeschäft \| Option trading \| Börsenkurs \| Share price \| Prognoseverfahren \| Forecasting model

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