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Der Informationsgehalt von Optionspreisen (Betriebswirtschaftliche Studien) [Paperback]

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Item description for Der Informationsgehalt von Optionspreisen (Betriebswirtschaftliche Studien) by Martin Wallmeier...

Die Preise, zu denen Aktienindexoptionen an den internationalen Terminbrsen gehandelt werden, weichen in der Regel systematisch von den Implikationen des von Black, Scholes und Merton entwickelten Standartmodells der Optionsbewertung ab. Zur Erklrung dieses als "Smile-Effekt" bekannten Phnomens existieren verschiedene Hypothesen, die in dieser Arbeit diskutiert und anhand von Transaktionsdaten fr die DAX-Option empirisch berprft werden. Unter bestimmten Bedingungen kann die umfangreiche Datenbasis genutzt werden, um Informationen ber die den Preisen zugrunde liegende Kursverteilung und den impliziten Kursprozess des Basispapiers zu gewinnen. In der Analyse dieser Verfahren liegt ein Schwerpunkt der Arbeit. Die Studie soll insgesamt zu einem besseren Verstndnis der preisbestimmenden Faktoren von Aktienindexoptionen beitragen.

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Item Specifications...

Pages   294
Est. Packaging Dimensions:   Length: 9.21" Width: 6.06" Height: 0.71"
Weight:   1.01 lbs.
Binding  Softcover
Release Date   Mar 18, 2003
Publisher   Physica-Verlag Heidelberg
ISBN  3790800368  
ISBN13  9783790800364  

Availability  129 units.
Availability accurate as of Oct 21, 2016 02:41.
Usually ships within one to two business days from La Vergne, TN.
Orders shipping to an address other than a confirmed Credit Card / Paypal Billing address may incur and additional processing delay.

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Product Categories

1Books > Foreign Language Books > German > All German Books
2Books > Foreign Language Books > German > Nonfiction
3Books > Foreign Language Books > German > Professional & Technical
4Books > Subjects > Professional & Technical > Accounting & Finance > Finance > General

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