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Identifying Stock Market Bubbles: Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities (Contributions to Management Science) by Karimov, Azar is a business book available to read on EtoBox.

What is Identifying Stock Market Bubbles: Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities (Contributions to Management Science) about?

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 and Kou models. By using the derived formulas and sliding windows technique, the book explains how to numerically calculate illiquidity premiums. The methods introduced here will enable readers interes

Who reads Identifying Stock Market Bubbles: Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities (Contributions to Management Science)?

Author

Karimov, Azar

Publisher

Springer International Publishing : Imprint : Springer

Published

2017

Language

EN

ISBN

9783319650098

Category

business

Subjects

Business, Economics, Finance

Updated

2026-03-25