Market expectations and option prices : techniques and applications ; with 13 tables
Year of publication: |
2003
|
---|---|
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] |
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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
Langewand, Jens, (2000)
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The interrelation of prices, ratings and models in credit default swap and equity markets
Imbierowicz, Björn, (2009)
- More ...
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Decomposing Federal Funds Rate forecast uncertainty using real-time data
Mandler, Martin, (2007)
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Decomposing Federal Funds Rate forecast uncertainty using real-time data
Mandler, Martin, (2008)
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The Taylor rule and interest rate uncertainty in the U.S. 1970-2006
Mandler, Martin, (2007)
- More ...