Related Books
Language: en
Pages:
Pages:
Type: BOOK - Published: 2018 - Publisher:
Language: en
Pages: 106
Pages: 106
Type: BOOK - Published: 2015 - Publisher:
This thesis uses high-frequency data to estimate the stochastic discount factor. The high-frequency data used is sampled at one-second frequency. The fundamenta
Language: en
Pages: 0
Pages: 0
Type: BOOK - Published: 2017 - Publisher:
"The 2008 financial crisis has witnessed prices of assets traded on different exchange markets, of various asset classes, from different geographical locations
Language: en
Pages: 380
Pages: 380
Type: BOOK - Published: 2015 - Publisher:
The first chapter "Option Prices in a Model with Stochastic Disaster Risk," co-authored with Jessica Wachter, studies the consistency between the rare disaster
Language: en
Pages: 322
Pages: 322
Type: BOOK - Published: 2006 - Publisher: