Essays on stock options

Autori

• Iskra Kalodera

Parametri

• Libri di testo
• Libri di testo universitari

Maggiori informazioni sul libro

This book focuses exclusively on stock options, analyzing their pricing, liquidity and information transmission empirically. With the help of discrete choice modeling and regression analysis, it offers new insights into the behavior of stock option liquidity as well as the influence of overall market liquidity on option prices. Many observed phenomena find explanation through the market microstructure. The book also provides the most comprehensive analysis of equity options for the German market so far and serves as a guide to up-to-date empirical topics for both researchers and practitioners.

Lingua: Inglese

Pubblicato: 2005

(In brossura)