Financial failure forecast by option pricing method: a Turkish case

Financial failure forecast by option pricing method: a Turkish case

Bibliographic Details
Main Author:	Sinan Aktan
Format:	Article
Language:	English
Published:	LLC "CPC "Business Perspectives" 2010-02-01
Series:	Investment Management & Financial Innovations
Online Access:	https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/3006/imfi_en_2009_04_cont_Aktan.pdf

Similar Items

Financial statement indicators of financial failure: an empirical study on Turkish public companies during the November 2000 and February 2001 crisis
by: Sinan Aktan
Published: (2009-04-01)

Forecasting Call Option prices : A Quantitative Study in Financial Economics
by: Lundmark, Roger
Published: (2020)

Applications of Volatility Indices for Volatility Forecasting, Option Pricing and Analysing Financial Contagion
by: Peng, Yue
Published: (2010)

The Information Contents of Option Prices:Forecasting Realized Volatility and Future Option Prices
by: Li-cheng Huang, et al.
Published: (2003)

Application of machine learning algorithms for business failure prediction
by: Sinan Aktan
Published: (2011-06-01)

Applying Neural Network to Forecast the Option Prices
by: Lung-Chi Lin, et al.
Published: (2005)

Short Term Electricity Price Forecasting In Turkish Electricity Market
by: Ozguner, Erdem
Published: (2012)

Forecasting Volatility for Black-Scholes Option Pricing Model for TAIEX Options
by: Chien-Nan Chen, et al.
Published: (2006)

A Comparison Study for Volatility Estimating Methods on Option Prices Forecasting Ability
by: Chi-Ming Wang, et al.
Published: (2010)

Liquidity of financial options on GARCH option pricing in AMEX option market
by: Han-Ching Huang, et al.
Published: (2017-03-01)

Financial Models for Pricing Reset Options
by: Jerry, Shao chang-jung, et al.
Published: (2000)

Dynamic Index Option Trading Strategies:direct Forecasting Versus Option Pricing
by: Chu, Yueh-Chung, et al.
Published: (1997)

Option price forecasting and trading strategy with preset return
by: PING-CHEN TSENG, et al.
Published: (2005)

Forecasting Taiwan Option Price by Using Neural Network
by: Li,Min-Chang, et al.
Published: (2006)

Forecasting Implied Volatility and Pricing Taiwan Option Market
by: Sie, Jia-Yan, et al.
Published: (2004)

Trading foreign currency futures options:option pricing models versus direct forecasting
by: Chang, Chia-Hwa, et al.
Published: (1997)

Study on Forecasting European Option with Numerical Methods - Case of TAIEX Index Option
by: Chun-Jen Cheng, et al.
Published: (2005)

Option Pricing Forecasting under Regime-Switching GARCH Model
by: Shu-Ting Yu, et al.
Published: (2010)

Model averaging for volatility forecasting, option pricing and asset allocation
by: Papadaki, Georgia
Published: (2011)

THe effect of financial forecast announcement on the stock price
by: Yu Ming-Fenq, et al.
Published: (1995)

The Effect of Financial Forecast Revision on Stock Prices
by: Ssu-Chi Liu, et al.
Published: (2001)

The Models of Pricing for the Financial Options as the Instruments of Risks Hedging
by: Kliuchka Olha V., et al.
Published: (2019-02-01)

Liquidity on GARCH Option Pricing Error in Financial Crisis
by: Wei-Shen Chen, et al.
Published: (2011)

Intellectual capital and financial performance: A study of the Turkish Banking Sector
by: Nasif Ozkan, et al.
Published: (2017-09-01)

Meshfree methods in option pricing
by: Belova, Anna, et al.
Published: (2011)

Pricing methods for American options
by: Duvel, Heimo
Published: (2014)

Option pricing with the wavelet method
by: Shen, Liya
Published: (2007)

Approximate methods for option pricing
by: Chen, Kan
Published: (2008)

Pricing methods for Asian options
by: Mudzimbabwe, Walter
Published: (2014)

Computational Methods for Option Pricing
by: Fei, Bingxin
Published: (2011)

The Price Behavior of TAIEX Option and Application of Edgeworth GARCH Option Pricing Method
by: Chi-Fang Li, et al.
Published: (2004)

The settlement price and direction forecast of the taifex equity options at expiration date
by: 張文崟

New Methods with Capped Options for Pricing American Options
by: Dongya Deng, et al.
Published: (2014-01-01)

How does gold and oil price volatility affect Turkish financial markets?
by: Hakan Öner, et al.
Published: (2020-07-01)

Forecasting of Global Market Prices of Major Financial Instruments
by: Roshani W. Divisekara, et al.
Published: (2020-01-01)

The Effect of Downward Renewal Financial Forecast on Stock Price
by: Mou-Zen Ru, et al.
Published: (2004)

Option pricing in discrete-time complete and incomplete financial markets
by: Lei, Kit Man,
Published: (2007)

Pricing Asian options in financial markets using Mellin transforms
by: Indranil SenGupta
Published: (2014-11-01)

Graph theory for financial dynamics and option pricing in imperfect markets
by: Christofides, Alexander
Published: (1998)

The Pricing Behavior Analysis of TAIEX Options Under the Financial Tsunami
by: Chao-Hong Hong, et al.
Published: (2009)