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Karimov, Azar

Identifying Stock Market Bubbles

Karimov, Azar - Identifying Stock Market Bubbles, ebook

153,75€

Ebook, PDF with Adobe DRM
ISBN: 9783319650098
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Table of contents

1. Introduction
Azar Karimov

2. Review on Research Conducted
Azar Karimov

3. Theory of Conic Finance
Azar Karimov

4. Stock Prices Follow a Brownian Motion
Azar Karimov

5. Stock Prices Follow a Double Exponential Jump-Diffusion Model
Azar Karimov

6. Numerical Implementation and Parameter Estimation Under KOU Model
Azar Karimov

7. Illiquidity Premium and Connection with Financial Bubbles
Azar Karimov

8. Conclusion and Future Outlook
Azar Karimov

Keywords: Finance, Risk Management, Operations Research/Decision Theory, Quantitative Finance, Macroeconomics/Monetary Economics//Financial Economics, Statistics for Business/Economics/Mathematical Finance/Insurance, Financial Engineering

Author(s)
Publisher
Springer
Publication year
2017
Language
en
Edition
1
Series
Contributions to Management Science
Page amount
21 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9783319650098
Printed ISBN
978-3-319-65008-1

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