Market expectations and option prices : techniques and applications ; with 13 tables
Year of publication: |
2003
|
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Authors: | Mandler, Martin |
Publisher: |
Heidelberg [u.a.] : Physica-Verl. |
Subject: | Finanzmarkt | Financial market | Erwartungsbildung | Expectation formation | Börsenkurs | Share price | Optionsgeschäft | Option trading | Informationswert | Information value | Volatilität | Volatility | Arbitrage Pricing | Arbitrage pricing | Schätzung | Estimation | Theorie | Theory | EU-Staaten | EU countries | Risikoneutralität | Risk neutrality | Optionspreistheorie | Zinsstrukturtheorie | Rationale Erwartung |
Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] |
Extent: | X, 227 S graph. Darst |
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Series: | |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Hochschulschrift ; Thesis |
Language: | English |
Thesis: | Teilw. zugl.: Giessen, Univ., Diss, 2002 |
ISBN: | 3-7908-0049-X |
Classification: | Geld, Inflation, Kapitalmarkt |
Source: | ECONIS - Online Catalogue of the ZBW |
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Market Expectations and Option Prices : Techniques and Applications
Mandler, Martin, (2003)
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Kapitalmarktmodelle zur Bestimmung erwarteter Renditen festverzinslicher Wertpapiere
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The interrelation of prices, ratings and models in credit default swap and equity markets
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Decomposing Federal Funds Rate forecast uncertainty using real-time data
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Decomposing Federal Funds Rate forecast uncertainty using real-time data
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The Taylor rule and interest rate uncertainty in the U.S. 1970-2006
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