Do risk-neutral moments incorporate forward-looking information?
“Stocks are bought on expectations, not facts.” -Gerald M. Loeb The stock market is constantly experiencing fluctuation, with prices moving every second. To the general public, these stock prices are reflections of the company’s intrinsic values and its fundamentals. However, we believe that thes...
Saved in:
Main Authors: | Chan, Weng San, Loo, Samantha Kate Su Lyn, Lee, Jamie Yee Jia |
---|---|
Other Authors: | Low Chan Kee |
Format: | Final Year Project |
Language: | English |
Published: |
2014
|
Subjects: | |
Online Access: | http://hdl.handle.net/10356/59308 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Nanyang Technological University |
Language: | English |
Similar Items
-
Alternative option pricing models incorporating higher moments and non-restrictive distributions
by: Ang, Kian Ping
Published: (2008) -
Forward-looking market risk premium
by: Duan, J.-C., et al.
Published: (2014) -
Forecasts of future option prices derived from risk neutral probability density function using evolution algorithm.
by: The, Khim Swee., et al.
Published: (2008) -
Analysis of stock option scheme.
by: Seow, Yee Leng., et al.
Published: (2008) -
Option pricing : different approaches to black-Scholes and Heston models with empirical tests.
by: Lu, Xi., et al.
Published: (2012)