Identifying stock market bubbles : modeling illiquidity premium and bid-ask prices of financial securities /: modeling illiquidity premium and bid-ask prices of financial securities. (2017)

• Record Type: Book
• Further Information: Note: Azar Karimov.
• Authors: Karimov, Azar
• Contents: Introduction -- Review on Research Conducted -- Theory of Conic Finance -- Stock Prices Follow a Brownian Motion -- Stock Prices Follow a Double Exponential Jump-Diffusion Model -- Numerical Implementation and Parameter Estimation Under Kou Model -- Illiquidity Premium and Connection with Financial Bubbles -- Conclusion and Future Outlook.
• Publisher Details: Cham : Springer
• Publication Date: 2017
• Copyright Date: 2017
• Extent: 1 online resource (131 pages)
• Subjects: 332.642 K1841I2017; Finance; Stock exchanges; Financial security; Liquidity (Economics); Risk management; Financial security; Liquidity (Economics); Risk management; Stock exchanges; Business & Economics -- Operations Research; Mathematics -- Applied; Business & Economics -- Economics -- Macroeconomics; Business & Economics -- Statistics; Operational research; Finance & accounting; Macroeconomics; Probability & statistics; Finance; Operations research; Macroeconomics; Statistics; Financial engineering; Business & Economics -- Insurance -- Risk Assessment & Management; Management & management techniques
• Languages: English
• ISBNs: 9783319650098
• Related ISBNs: 9783319650081
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.