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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Karimov, Azar | - |
| dc.date.accessioned | 2025-02-17T04:22:36Z | - |
| dc.date.available | 2025-02-17T04:22:36Z | - |
| dc.date.issued | 2017 | - |
| dc.identifier.uri | http://thuvienso.thanglong.edu.vn//handle/TLU/12434 | - |
| dc.description.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. | vi |
| dc.format.extent | 143 p | vi |
| dc.language.iso | en | vi |
| dc.publisher | Springer International Publishin | vi |
| dc.subject | Stock Market | vi |
| dc.subject | Thị trường chứng khoán | vi |
| dc.subject | Financial Securities | vi |
| dc.subject | Chứng khoán tài chính | vi |
| dc.title | Identifying Stock Market Bubbles : Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities | vi |
| dc.type | Sách/Book | vi |
| Appears in Collections | 1-Kinh tế - Quản lý | |
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