Three essays on option-implied risk measures and equity pricing
This thesis consists of three essays that examine various measures of equity risk implied in the prices of options on individual stocks and stock market indices and their effects on equity pricing. The focus is on the higher moments of the risk-neutral return distribution such as skewness and kurtos...
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| Format: | Others |
| Language: | en |
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McGill University
2011
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| Online Access: | http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=96768 |