Search for dissertations about: "Alan J. King"
Found 1 swedish dissertation containing the words Alan J. King.
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1. Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information
Abstract : This dissertation is centered around two comprehensive themes: the extraction of information embedded in equity index option prices, and how to use this information in order to be able to make optimal decisions in the equity index option markets. These problems are important for decision makers in the equity index options markets, since they are continuously faced with making decisions under uncertainty given observed market prices. READ MORE
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