Essays in capital markets

Thesis (Ph.D.)--Massachusetts Institute of Technology, Sloan School of Management, 1999. === Includes bibliographical references (p. 231-237). === This thesis consists of three essays in capital markets. In the first essay, given a European derivative security with an arbitrary payoff function and a...

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Bibliographic Details
Main Author: Kogan, Leonid, 1974-
Other Authors: Andrew Lo.
Format: Others
Language:en_US
Published: Massachusetts Institute of Technology 2005
Subjects:
Online Access:http://hdl.handle.net/1721.1/28212