Essays on option-implied information /
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
Vasa :
Universitas Wasaensis,
2004.
|
| Series: | Acta Wasaensia
no 131. Acta Wasaensia. Business administration no. 52. Acta Wasaensia. Business administration. Accounting and finance |
| Subjects: |
MARC
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| 100 | 1 | |a Vähämaa, Sami | |
| 245 | 1 | 0 | |a Essays on option-implied information / |c Sami Vähämaa. |
| 260 | |a Vasa : |b Universitas Wasaensis, |c 2004. | ||
| 300 | |a 137 pages : |b illustrations ; |c 25 cm. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a unmediated |b n |2 rdamedia | ||
| 338 | |a volume |b nc |2 rdacarrier | ||
| 490 | 1 | |a Acta Wasaensia, |x 0355-2667 ; |v no. 131 | |
| 490 | 1 | |a Acta Wasaensia. Business Administration, |x 1235-7871 ; |v no. 52. Accounting and finance | |
| 502 | |b doctoral |c University of Vaasa |d 2004. | ||
| 504 | |a Includes bibliographical references. | ||
| 505 | 0 | |a Introduction -- Delta hedging with the smile -- Skewness and kurtosis adjusted Black-Scholes model -- Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB -- Implied volatility linkages among major European currencies. | |
| 610 | 2 | 0 | |a European Central Bank |
| 650 | 0 | |a Options (Finance) |x Prices |x Econometric models. | |
| 650 | 0 | |a Hedging (Finance) |x Econometric models. | |
| 650 | 0 | |a Monetary policy |z European Union countries | |
| 650 | 0 | |a Foreign exchange futures |z European Union Countries. | |
| 830 | 0 | |a Acta Wasaensia |v no 131. | |
| 830 | 0 | |a Acta Wasaensia. |p Business administration |v no. 52. | |
| 830 | 0 | |a Acta Wasaensia. |p Business administration. |p Accounting and finance | |
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| 999 | 1 | 1 | |l 9938503880001701 |s ISIL:US-MNU |i University of Minnesota |t BKS |a TWILSGEN |c HG6024.A3 V34 2004 |d LCC |b 31951P00893451T |x THESIS |y 23418027690001701 |p LOANABLE |