Item Infomation
| Title: | Identifying Stock Market Bubbles : Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities |
| Authors: | Karimov, Azar |
| Keywords: | Stock Market; Thị trường chứng khoán; Financial Securities; Chứng khoán tài chính |
| Issue Date: | 2017 |
| Publisher: | Springer International Publishin |
| Abstract: | 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. |
| URI: | http://thuvienso.thanglong.edu.vn//handle/TLU/12434 |
| Appears in Collections | 1-Kinh tế - Quản lý |
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