Market Expectations and Option Prices: Techniques and Applications
Language: English
Published by Physica-Verlag [Springer], Heidelberg [Germany] / New York, 2003
- First Edition
- Softcover
- New
Seller: About Books, Henderson, NV, U.S.A.About Books
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Condition: New
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Heidelberg [Germany] / New York: Physica-Verlag [Springer], 2003. BRAND NEW in perfect condition. Sharp corners. NO rubbing. NO fading. NO owner's name or bookplate. Fresh, crisp, clean and unmarked. With 64 figures and 13 tables. A volume from the Contributions to Economics series. Bound in the original blue pictorial wraps, stamped in white. From the Preface: "This book is a slightly revised version of my doctoral dissertation which has been accepted by the Department of Economics and Business Administration of the Justus-Liebig-Universitat Giessen in July 2002. I am indebted to my advisor Prof. Dr. Volbert Alexander for encouraging and supporting my research. I am also grateful to the second member of the doctoral committee, Prof. Dr. Horst Rinne. Special thanks go to Dr. Ralf Ahrens for providing part of the data and to my colleague Carsten Lang, who spent much time reading the complete first draft." . First Edition Thus. Softcover. New. Illus. by NOT a library discard. x, 227pp. Great Packaging, Fast Shipping. …
Seller Inventory # 023381
- Title
- Market Expectations and Option Prices: Techniques and Applications
- Author
- Mandler, Martin
- Publisher
- Physica-Verlag [Springer], Heidelberg [Germany] / New York
- Publication year
- 2003
- Condition
- New
- Binding
- Paperback
- Language
- English
- ISBN 10
- 379080049X
- ISBN 13
- 9783790800494
- Illustrator
- NOT a library discard
- Edition
- First Edition Thus.
"Synopsis" may belong to another edition of this title.
From the Back Cover
This book surveys and summarizes the numerous approaches used to extract information on market expectations from option prices. The various approaches are thoroughly explained and many practical issues are discussed, including: data selection, data preparation, and presentation and interpretation of results. This enables the reader to easily implement these techniques in his own applied work.
Most studies concerning uncertainty in financial markets focus on actual uncertainty as represented by historical volatility measures, variances etc. In contrast, using option prices allows us to study uncertainty in expectations, i.e. to take a forward looking perspective. In some applications we study how ECB-council meetings affect uncertainty in money market expectations. Most interesting among our results is a number of event studies which compare how uncertainty in market participants’ expectations reacts to anticipated and unanticipated results of ECB-council meetings.
"About the title" may belong to another edition of this title.
About Books
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About Books [Genny and Michael Winne, proprietors, formerly of Parsippany, New Jersey) has been selling rare and out of print books since 1985. Besides book fairs and mail order catalogue, long-time collectors and dealers will remember our lengthy For Sale ads in the Antiquarian Bookman and similar magazines. Our inventory of more than 40,000 volumes is especially strong in the specialities listed, but contains fine books in a variety of other fields as well. Because most of our books are stored in protective boxes, rather than on shelves, they cannot be viewed as a whole. If you want to examine specific titles, please provide 24 hours notice and we will make them available for your inspection. Phone calls to (702) 750-2722 are welcome, but please only between the hours of 8am and 10pm, west coast time. Our phone is a landline that cannot receive texts.…
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