Karimov, Azar
Identifying Stock Market Bubbles
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
Nyckelord: Finance, Risk Management, Operations Research/Decision Theory, Quantitative Finance, Macroeconomics/Monetary Economics//Financial Economics, Statistics for Business/Economics/Mathematical Finance/Insurance, Financial Engineering
- Författare
- Karimov, Azar
- Utgivare
- Springer
- Utgivningsår
- 2017
- Språk
- en
- Utgåva
- 1
- Serie
- Contributions to Management Science
- Sidantal
- 21 sidor
- Kategori
- Ekonomisk
- Format
- E-bok
- eISBN (PDF)
- 9783319650098
- Tryckt ISBN
- 978-3-319-65008-1
