Three Essays on Asset Pricing
In this dissertation, I investigate three related topics on asset pricing: the consumption-based asset pricing under long-run risks and fat tails, the pricing of VIX (CBOE Volatility Index) options and the market price of risk embedded in stock returns and stock options. These three topics are fully...
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| Format: | Others |
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FIU Digital Commons
2009
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| Online Access: | http://digitalcommons.fiu.edu/etd/91 http://digitalcommons.fiu.edu/cgi/viewcontent.cgi?article=1115&context=etd |