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Volatility Uncertainty, Time Decay, and Option Bid-Ask Spreads in an Incomplete Market
Language: en
Pages: 61
Authors: PeiLin Billy Hsieh
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Type: BOOK - Published: 2017 - Publisher:

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This paper documents the fact that in options markets, the (percentage) implied volatility bid-ask spread increases at an increasing rate as the option's maturi
Options Markets
Language: en
Pages: 518
Authors: John C. Cox
Categories: Business & Economics
Type: BOOK - Published: 1985 - Publisher: Prentice Hall

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Includes the first published detailed description of option exchange operations, the first published treatment using only elementary mathematics and the first s
Commodity Price Dynamics
Language: en
Pages: 238
Authors: Craig Pirrong
Categories: Business & Economics
Type: BOOK - Published: 2011-10-31 - Publisher: Cambridge University Press

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Commodities have become an important component of many investors' portfolios and the focus of much political controversy over the past decade. This book utilize
Responsible Investing
Language: en
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Authors: Matthew W. Sherwood
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This textbook provides the first holistic resource on Environmental, Social, and Governance (ESG) investing for undergraduate and graduate programs. It provides
Handbook of Financial Markets: Dynamics and Evolution
Language: en
Pages: 607
Authors: Thorsten Hens
Categories: Business & Economics
Type: BOOK - Published: 2009-06-12 - Publisher: Elsevier

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The models of portfolio selection and asset price dynamics in this volume seek to explain the market dynamics of asset prices. Presenting a range of analytical,