Table of Contents: Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information.

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Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information.

Bibliographic Details
Main Author:	Barkhagen, Mathias.
Format:	eBook
Language:	English
Published:	Linköping : Linkopings Universitet, 2015.
Edition:	1st ed.
Series:	Linköping Studies in Science and Technology. Dissertations Series
Subjects:	Electronic books.
Online Access:	Click to View

Table of Contents:

Intro
Abstract
Sammanfattning
Acknowledgements
List of Papers
Contents
1 Introduction
2 Optimal decisions under uncertainty in the equity index derivatives markets
3 Empirical properties of equity index options
4 Option implied surfaces
5 Dynamic models of option implied surfaces
6 Estimating the physical PDF from observed option prices
7 Summary of included papers
References.