Overview
- Introduces an innovative new way to gauge when financial bubbles are about to burst
- Provides a ready-to-use indicator that financial practitioners can directy apply
- Presents extended versions of the Black-Scholes and Kou models
Part of the book series: Contributions to Management Science (MANAGEMENT SC.)
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Table of contents (8 chapters)
Keywords
About this book
Authors and Affiliations
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Bibliographic Information
Book Title: Identifying Stock Market Bubbles
Book Subtitle: Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities
Authors: Azar Karimov
Series Title: Contributions to Management Science
DOI: https://doi.org/10.1007/978-3-319-65009-8
Publisher: Springer Cham
eBook Packages: Economics and Finance, Economics and Finance (R0)
Copyright Information: Springer International Publishing AG 2017
Hardcover ISBN: 978-3-319-65008-1Published: 11 October 2017
Softcover ISBN: 978-3-319-87924-6Published: 15 August 2018
eBook ISBN: 978-3-319-65009-8Published: 29 September 2017
Series ISSN: 1431-1941
Series E-ISSN: 2197-716X
Edition Number: 1
Number of Pages: XXI, 131
Number of Illustrations: 30 b/w illustrations
Topics: Risk Management, Operations Research/Decision Theory, Quantitative Finance, Macroeconomics/Monetary Economics//Financial Economics, Statistics for Business, Management, Economics, Finance, Insurance, Financial Engineering