Kadir Babaoglu

Royal Bank of Canada, Capital Markets (Toronto)

Senior Manager

Canada

http://www.rbccm.com

SCHOLARLY PAPERS

2

DOWNLOADS

457

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (2)

1.

Option Valuation with Volatility Components, Fat Tails, and Non-Monotonic Pricing Kernels

Rotman School of Management Working Paper No. 2690888, Robert H. Smith School Research Paper No. RHS 2690888
Number of pages: 53 Posted: 14 Nov 2015 Last Revised: 30 Apr 2017
Royal Bank of Canada, Capital Markets (Toronto), University of Toronto - Rotman School of Management, University of Maryland - Department of Finance and University of Houston - C.T. Bauer College of Business
Downloads 374 (82,208)
Citation 4

Abstract:

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volatility components, fat tails, jumps, pricing kernel

2.

The Pricing of Market Jumps in the Cross-Section of Stocks and Options

Number of pages: 51 Posted: 08 Dec 2015 Last Revised: 11 Dec 2018
Kadir Babaoglu
Royal Bank of Canada, Capital Markets (Toronto)
Downloads 83 (309,797)
Citation 1

Abstract:

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factor models, equity options, jump beta