Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information

When the option has no expiring date the value of the option does not depend on time but only on the price levels of the underlying asset i.e its derivative with respect to time

Single-step synthesis process of Ti3SiC2 ohmic contacts on 4H-SiC by sputter-deposition of Ti.. Hossein Fashandi, Mike Andersson, Johan Eriksson, Jun

De stora bidragen till index för affektkategorimetoden för Tidanbron kommer från utsläpp till luft av NOx, VOC och C02, utsläpp till mark av övrigt avfall samt från

Thirdly, by using a modified Jorion-Schwartz regression model, we find significant evidence that the European equity markets are highly integrated towards the European

Empirically, important predictors of the stock returns exhibit vanishing predictability but applying subsample fixed effects indicates that the underlying predictive

The second chapter looks at a well-established statistical test in the context of equity return predictions and it points out that the decision based on this test is sensitive to

The results of table 3 do therefore not allow us to reject the null hypothesis of hypothesis I, which states that the immediate and short-term effects of the publication

In this chapter, we shall formally present the implementation of the algorithms used for the parameter calibration and the subsequent pricing of European call and put options for