Now showing items 1-2 of 2

    • Prediction of systematic risk: "a case from Turkey" 

      Sağlam, İsmail (Bilkent University, 1993)
      This stjid}^ sugpjosts Bayesian and time-varying models to adjust for the regression tc'ndeiK'y of lietas [iresent in standard asset i)ricing applications. Beta, adjustment techniciues are a])])li('d to the Istcinl.^ul ...
    • A simulation of water call option prices 

      Kadıoğlu, Tan Tarkan (Bilkent University, 1994)
      The popularity of iinancial derivatives and especially options is widespread in the last decade. Although various commodity options became popular nowadays, no form of water option happened to arise because there were ...