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Identifying Stock Market Bubbles

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Cover of 'Identifying Stock Market Bubbles'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Review on Research Conducted
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    Chapter 3 Theory of Conic Finance
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    Chapter 4 Stock Prices Follow a Brownian Motion
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    Chapter 5 Stock Prices Follow a Double Exponential Jump-Diffusion Model
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    Chapter 6 Numerical Implementation and Parameter Estimation Under KOU Model
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    Chapter 7 Illiquidity Premium and Connection with Financial Bubbles
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    Chapter 8 Conclusion and Future Outlook
Attention for Chapter 4: Stock Prices Follow a Brownian Motion
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