Essays about: "Juris Rumba"
Found 1 essay containing the words Juris Rumba.
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1. Derivative market: efficient option pricing models and predictive informational content
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : In this study we have examined the informational content of OMXS30 index European style call and put Options which are traded on the OMX Swedish stock exchange by applying extensions of the BS model. Firstly, we use two models (Gram-Charlier expansion and Model-Free) to obtain robust implied higher order moment estimates. READ MORE
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