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.
Subjects:
Online Access:Click to View
Table of Contents:
  • 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.