Sökning: "ekonomiska system ekonomisk politik ekonomisk teori ekonometri Bayesian learning Volatility smile Economics Polya urn model economic theory econometrics economic systems Nationalekonomi economic policy Finansiering Financial science"

Hittade 1 avhandling innehållade orden ekonomiska system ekonomisk politik ekonomisk teori ekonometri Bayesian learning Volatility smile Economics Polya urn model economic theory econometrics economic systems Nationalekonomi economic policy Finansiering Financial science.

1. 1. Option Pricing and Bayesian Learning

   Författare :Ola Jönsson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Bayesian learning; Volatility smile; Economics; Polya urn model; economic theory; econometrics; economic systems; Nationalekonomi; economic policy; Finansiering; Financial science;

   Sammanfattning : This thesis consists of three chapters devoted to both empirical and theoretical aspects of option pricing. The first chapter investigates the market for European options on the Swedish OMX index using daily data for the period 1993-2000. LÄS MER