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)
Online Access:	Click to view e-book
Holy Cross Note:	Loaded electronically. Electronic access restricted to members of the Holy Cross Community.

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