Showing 1 - 10 of 51
priced differently depending on whether it is based on options with strikes close to the current price of the underlying or … far-out-of-the-money options. The findings provide novel insights in the joint interaction between option and equity …Wie interagieren Options und Aktienmärkte miteinander? Die vorliegende Dissertation beantwortet diese Frage aus drei …
Persistent link: https://www.econbiz.de/10012213830
Rationale Anleger sind im Allgemeinen risikoavers. Eine wichtige Implikation dieser Risikoaversion ist, dass Anleger für bestimmte Risiken, die sie eingehen, eine Kompensation verlangen – Risikoprämien. Ein Beispiel für solche Risikoprämien sind Momentenrisikoprämien. Sie sind definiert...
Persistent link: https://www.econbiz.de/10012816290
Persistent link: https://www.econbiz.de/10012237908
Persistent link: https://www.econbiz.de/10000993979
Persistent link: https://www.econbiz.de/10000709225
Based on ethnographic research conducted over several years, Market Frictions examines the tensions and frictions that emerge from the interaction of global market forces, urban planning policies, and small-scale trading activities in the Vietnamese border city of Lào Cai. Here, it is revealed...
Persistent link: https://www.econbiz.de/10012002381
This authoritative collection presents seminal papers from leading academics charting recent developments in public finance. The two-volume set encompasses numerous sections including the public sector in a market economy, market imperfections, growth implications of public policies and...
Persistent link: https://www.econbiz.de/10011852288
Persistent link: https://www.econbiz.de/10001821079
In this book Peter Diamond analyzes social security as a particular example of optimal taxation theory. Assuming a world of incomplete markets and asymmetric information, he uses a variety of simple models to illuminate the economic forces that bear on specific social security policy issues. The...
Persistent link: https://www.econbiz.de/10001669599