Decomposing the Option Pricing Problem : Estimating the Causal Factors: Interest Rates, Dividends, and Risk-Neutral Probabilities.

Bibliographic Details
Main Author: Söderbäck, Pontus.
Format: eBook
Language:English
Published: Linköping : Linkopings Universitet, 2022.
Edition:1st ed.
Series:Linköping Studies in Science and Technology. Dissertations Series
Subjects:
Online Access:Click to View
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245 1 0 |a Decomposing the Option Pricing Problem :  |b Estimating the Causal Factors: Interest Rates, Dividends, and Risk-Neutral Probabilities. 
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490 1 |a Linköping Studies in Science and Technology. Dissertations Series ;  |v v.2243 
505 0 |a Intro -- Abstract -- Sammanfattning -- Acknowledgments -- List of Papers -- Author Statements -- Contents -- 1 Introduction -- 2 Derivative Pricing Theory -- 3 Interest Rate and Dividend Theory -- 4 Distribution Estimation -- 5 Summary of the Dissertation and Future Research -- Bibliography. 
588 |a Description based on publisher supplied metadata and other sources. 
590 |a Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.  
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776 0 8 |i Print version:  |a Söderbäck, Pontus  |t Decomposing the Option Pricing Problem  |d Linköping : Linkopings Universitet,c2022  |z 9789179294113 
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