Контакты/Проезд  Доставка и Оплата Помощь/Возврат
История
  +7(495) 980-12-10
  пн-пт: 10-18 сб,вс: 11-18
  shop@logobook.ru
   
    Поиск книг                    Поиск по списку ISBN Расширенный поиск    
Найти
  Зарубежные издательства Российские издательства  
Авторы | Каталог книг | Издательства | Новинки | Учебная литература | Акции | Хиты | |
 

Market Manipulation in the VIX. Are illiquid options regularly used to manipulate the cash settlement?, Baumgartner Tim Maximilian


Варианты приобретения
Цена: 6723.00р.
Кол-во:
 о цене
Наличие: Отсутствует. 
Возможна поставка под заказ. Дата поступления на склад уточняется после оформления заказа


Добавить в корзину
в Мои желания

Автор: Baumgartner Tim Maximilian
Название:  Market Manipulation in the VIX. Are illiquid options regularly used to manipulate the cash settlement?
ISBN: 9783961468164
Классификация:
ISBN-10: 3961468168
Обложка/Формат: Paperback
Страницы: 56
Вес: 0.08 кг.
Дата издания: 15.02.2021
Язык: English
Размер: 21.01 x 14.81 x 0.30 cm
Читательская аудитория: General (us: trade)
Рейтинг:
Поставляется из: США
Описание: This book investigates market manipulation in the volatility index VIX. The VIX is known as fear-gauge of the US stock market and its derivatives are an established hedge against negative market sentiment. Characteristically, the VIX is an index whose value is computed by a special formula based on relatively illiquid S&P 500 options. In contrast, derivatives on the VIX are heavily traded and are settled in cash once a month based on option prices determined in an auction. This short time frame makes the VIX vulnerable as manipulators can move the underlying option prices to an abnormal price level on purpose to receive an artificially high cash settlement. This book explores approaches to make the effects of manipulation measurable. For this purpose, four measures are deduced. The measures are based on the index fluctuation range, its intraday deviations from the opening value, the put/call ratio of the underlying options and their trading volume. The empirical results reveal strong indications of manipulation. The analysis is concluded by a discussion of alternative explanations of the results observed and a sketch on how to impede manipulation or change the VIX structure.


Freydal. Medieval Games. The Book of Tournaments of Emperor Maximilian I

Автор: Krause Stefan
Название: Freydal. Medieval Games. The Book of Tournaments of Emperor Maximilian I
ISBN: 3836576813 ISBN-13(EAN): 9783836576819
Издательство: Taschen
Рейтинг:
Цена: 17932.00 р. 19924.00 -10%
Наличие на складе: Есть (1 шт.)
Описание: Named after Maximilian I`s literary alter ego, Freydal is the largest extant tournament book of the Late Middle Ages, inscribed in the UNESCO Memory of the World program. This publication from Vienna`s Kunsthistorisches Museum commemorates the 500th anniversary of Maximilian`s death, combining for the first time all 255 gold- and silver-...

Marketing Maximilian: The Visual Ideology of a Holy Roman Emperor

Автор: Larry Silver
Название: Marketing Maximilian: The Visual Ideology of a Holy Roman Emperor
ISBN: 0691245894 ISBN-13(EAN): 9780691245898
Издательство: Walter de Gruyter
Рейтинг:
Цена: 25281.00 р.
Наличие на складе: Нет в наличии.

Learning german through storytelling: mo

Автор: Andre Klein, Klein
Название: Learning german through storytelling: mo
ISBN: 1478370998 ISBN-13(EAN): 9781478370994
Издательство: Неизвестно
Рейтинг:
Цена: 1723.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

What If It Wasn`t a Dream?

Автор: Baumgartner Mary C.
Название: What If It Wasn`t a Dream?
ISBN: 1796086800 ISBN-13(EAN): 9781796086805
Издательство: Неизвестно
Рейтинг:
Цена: 5097.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: What if it wasn't a dream is about childhood wishes and dreams. What if cookies could grow in your garden or bullies weren't mean but kind? What kind of a world do you think we would find if our dreams really did come true? What would be better our dreams or reality?

South to Freedom

Автор: Baumgartner, Alice L.
Название: South to Freedom
ISBN: 1541617762 ISBN-13(EAN): 9781541617766
Издательство: Little Brown
Рейтинг:
Цена: 2282.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: A "gripping and poignant" account of the coming of the American Civil War, showing the crucial role of slaves who escaped to Mexico (Wall Street Journal).

Love Song (Liebeslied) (Captive Heart Trilogy, #1)

Автор: Baumgartner Stephanie
Название: Love Song (Liebeslied) (Captive Heart Trilogy, #1)
ISBN: 0692714677 ISBN-13(EAN): 9780692714676
Издательство: Неизвестно
Цена: 2930.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Learning german through storytelling: di

Автор: Andre Klein, Klein
Название: Learning german through storytelling: di
ISBN: 1479386197 ISBN-13(EAN): 9781479386192
Издательство: Неизвестно
Рейтинг:
Цена: 1723.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Walk your path

Автор: Baumgartner, Jessica Marie
Название: Walk your path
ISBN: 191601402X ISBN-13(EAN): 9781916014022
Издательство: Неизвестно
Рейтинг:
Цена: 3093.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: A Pagan path and life described by a Pagan for Pagans.

Mapping narrations - narrating maps

Автор: Baumgartner, Ingrid
Название: Mapping narrations - narrating maps
ISBN: 1501523813 ISBN-13(EAN): 9781501523816
Издательство: Walter de Gruyter
Рейтинг:
Цена: 20315.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание:

This volume offers the author’s central articles on the medieval and early modern history of cartography for the first time in English translation. A first group of essays gives an overview of medieval cartography and illustrates the methods of cartographers. Another analyzes world maps and travel accounts in relation to mapped spaces. A third examines land surveying, cartographical practices of exploration, and the production of Portolan atlases.

A Comp Dict Of The Gods (Kpd)

Автор: Baumgartner, Anne S.
Название: A Comp Dict Of The Gods (Kpd)
ISBN: 0821601814 ISBN-13(EAN): 9780821601815
Издательство: Random House (USA)
Рейтинг:
Цена: 1379.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

In pursuit of knowledge

Автор: Baumgartner, Kabria
Название: In pursuit of knowledge
ISBN: 1479816728 ISBN-13(EAN): 9781479816729
Издательство: Mare Nostrum (Eurospan)
Рейтинг:
Цена: 2884.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание:

Winner, 2021 AERA Outstanding Book Award
Winner, 2021 AERA Division F New Scholar's Book Award
Winner, 2020 Mary Kelley Book Prize, given by the Society for Historians of the Early American Republic
Winner, 2020 Outstanding Book Award, given by the History of Education Society

Uncovers the hidden role of girls and women in the desegregation of American education
The story of school desegregation in the United States often begins in the mid-twentieth-century South. Drawing on archival sources and genealogical records, Kabria Baumgartner uncovers the story’s origins in the nineteenth-century Northeast and identifies a previously overlooked group of activists: African American girls and women.
In their quest for education, African American girls and women faced numerous obstacles—from threats and harassment to violence. For them, education was a daring undertaking that put them in harm’s way. Yet bold and brave young women such as Sarah Harris, Sarah Parker Remond, Rosetta Morrison, Susan Paul, and Sarah Mapps Douglass persisted.
In Pursuit of Knowledge argues that African American girls and women strategized, organized, wrote, and protested for equal school rights—not just for themselves, but for all. Their activism gave rise to a new vision of womanhood: the purposeful woman, who was learned, active, resilient, and forward-thinking. Moreover, these young women set in motion equal-school-rights victories at the local and state level, and laid the groundwork for further action to democratize schools in twentieth-century America. In this thought-provoking book, Baumgartner demonstrates that the confluence of race and gender has shaped the long history of school desegregation in the United States right up to the present.

Learning german through storytelling: de

Автор: Andre Klein, Klein
Название: Learning german through storytelling: de
ISBN: 1479186929 ISBN-13(EAN): 9781479186921
Издательство: Неизвестно
Рейтинг:
Цена: 1723.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.


ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
   В Контакте     В Контакте Мед  Мобильная версия