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Titlebook: Identifying Stock Market Bubbles; Modeling Illiquidity Azar Karimov Book 2017 Springer International Publishing AG 2017 conic finance.bid-a

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发表于 2025-3-21 16:58:12 | 显示全部楼层 |阅读模式
书目名称Identifying Stock Market Bubbles
副标题Modeling Illiquidity
编辑Azar Karimov
视频videohttp://file.papertrans.cn/461/460878/460878.mp4
概述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 B
丛书名称Contributions to Management Science
图书封面Titlebook: Identifying Stock Market Bubbles; Modeling Illiquidity Azar Karimov Book 2017 Springer International Publishing AG 2017 conic finance.bid-a
描述This book introduces readers to a new approach to identifying stock market bubbles by using the illiquidity premium, a parameter derived by employing conic finance theory. Further, it shows how to develop the closed form formulas of the bid and ask prices of European options by using Black-Scholes and Kou models. By using the derived formulas and sliding windows technique, the book explains how to numerically calculate illiquidity premiums. The methods introduced here will enable readers interested in risk management, portfolio optimization and hedging in real-time to identify when asset prices are in a bubble state and when that bubble bursts. Moreover, the techniques discussed will allow them to accurately recognize periods of exuberance and panic, and to measure how different strategies work during these phases with respect to calmer periods of market behavior. A brief history of financial bubbles and an outlook on future developments serve to round out the coverage. 
出版日期Book 2017
关键词conic finance; bid-ask prices; Kou model; illiquidity premium; extended Black Scholes model; asset price
版次1
doihttps://doi.org/10.1007/978-3-319-65009-8
isbn_softcover978-3-319-87924-6
isbn_ebook978-3-319-65009-8Series ISSN 1431-1941 Series E-ISSN 2197-716X
issn_series 1431-1941
copyrightSpringer International Publishing AG 2017
The information of publication is updating

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发表于 2025-3-21 20:37:21 | 显示全部楼层
Book 2017and panic, and to measure how different strategies work during these phases with respect to calmer periods of market behavior. A brief history of financial bubbles and an outlook on future developments serve to round out the coverage. 
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Azar Karimovxcellent development work was done with this product. Cervagem has resulted from many years of collaborative research and development between May & Baker and the Ono Pharmaceutical Company of Japan. It has been a most happy collaboration from the time the active ingredient ONO-802 was synthesized by the Ono C978-94-011-7300-1978-94-011-7298-1
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Azar Karimov. The intravaginal administration of a potent prostaglandin analogue may be efficacious with an acceptably low incidence of side- effects. This paper reports two studies of the use of a single intravaginal pessary of 16,16-dimethyl-.-Δ. PGE. methyl ester (gemeprost) inserted approximately 3 hours be
发表于 2025-3-22 23:31:58 | 显示全部楼层
Azar Karimovxcellent development work was done with this product. Cervagem has resulted from many years of collaborative research and development between May & Baker and the Ono Pharmaceutical Company of Japan. It has been a most happy collaboration from the time the active ingredient ONO-802 was synthesized by the Ono C978-94-011-7300-1978-94-011-7298-1
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studies in metastatic and/or recurrent cancer suggest that new signaling pathways in CC can be explored to identify novel molecular targeted therapies in order to obtain better outcomes for patients with this disease..Some of the therapies for infrequent histologic types are also briefly reviewed.
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Azar Karimovbsequent mid-trimester abortions due to cervical damage at the time of cervical dilatation has been shown to increase1, particularly in nulliparous patients.. A fast-acting locally administered non-invasive agent, used pre-operatively, which could soften and dilate the cervix should reduce the incid
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