Essays about: "September 2008 stock market crash"
Found 3 essays containing the words September 2008 stock market crash.
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1. Macroeconomic Forces and Their Effects on the Swedish Banking Sector
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : After the bankruptcy of Lehman Brothers in September 2008 international capital markets trembled of uncertainty and investors did not know where the markets were heading. The market turmoil also had an impact on Sweden and especially on the banking sector due to the interdependence of international financial markets. READ MORE
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2. RND estimation stability with respect to methodology : A study on the EURO STOXX 50 index around the September 2008 stock market crash
University essay from KTH/Matematisk statistikAbstract : The aim of this study is to investigate whether implied RND functions are stable with respect to the choice of estimation methodology and whether the stability is affected by the stock market crash of September 15 2008. In order to do so, I estimate RND functions for the EURO STOXX 50 equity index using two different methods, namely the fully parametric two-lognormal method and a curve-fitting method based on the approach proposed by Shimko (1993). READ MORE
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3. Risk neutral densities and the September 2008 stock market crash: A study on European data
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : In this paper, we aim to determine whether the options market predicted the stock market crash of September 15 2008 or reacted to it. In order to do so, we study volatility smiles and RND functions for the EURO STOXX 50 equity index. READ MORE
