Identifying Stock Market Bubbles Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities

Identifying Stock Market Bubbles Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities / by Azar Karimov.

This book introduces readers to a new approach to identifying stock market bubbles by using the illiquidity premium, a parameter derived by employing conic finance theory. Further, it shows how to develop the closed form formulas of the bid and ask prices of European options by using Black-Scholes a...

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Bibliographic Details
Main Author: Karimov, Azar (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
Edition:1st ed. 2017.
Series:Contributions to Management Science,
Springer eBook Collection.
Subjects:
Risk management.
Operations research.
Decision making.
Economics, Mathematical .
Macroeconomics.
Statistics .
Financial engineering.
Electronic resources (E-books)
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Call Number: E-Book
Status: Available

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