Behavioural finance, options markets and financial crashes : application to the UK market 1998-2010
Behavioural Finance, Options Markets and Financial Crashes: Application to the UK Market 1998-2010 By Ian Alan Whitfield Abstract This thesis examines the relationship between behavioural finance and options markets. Particular focus is on the analysis of option prices, implied volatility and tradin...
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Durham University
2013
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Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.575787 |