On the Nature of Jump Risk Premia

On the Nature of Jump Risk Premia
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ISBN-10 : OCLC:1159219955
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Book Synopsis On the Nature of Jump Risk Premia by : Piotr Orlowski

Download or read book On the Nature of Jump Risk Premia written by Piotr Orlowski and published by . This book was released on 2019 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:


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This study examines the kind of information ‘informed’ traders have prior to a takeover announcement using options of target firms and elaborates on the cro