An analysis of the covered warrants listed on the Athens Exchange
Year of publication: |
2014
|
---|---|
Authors: | Siriopoulos, Costas ; Fassas, Athanasios P. |
Published in: |
Journal of risk & control. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 2056-3701, ZDB-ID 2818578-X. - Vol. 1.2014, 1, p. 13-30
|
Subject: | Warrants | Cox-Ross-Rubinstein model | Greek banks | Implied volatility | Delta hedging | Volatilität | Volatility | Griechenland | Greece | Optionsanleihe | Warrant bond | Hedging | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Optionsgeschäft | Option trading | Bank |
-
Do Chinese retail option traders know anything about market volatility?
Liu, Ming-hua, (2012)
-
Implied volatility of structured warrants : emerging market evidence
Najmi Ismail Murad Samsudin, (2021)
-
Predictive power of implied volatility of structured call warrants : evidence from Singapore
Najmi Ismail Murad Samsudin, (2022)
- More ...
-
The efficiency of the VIX futures market : a panel data approach
Fassas, Athanasios P., (2012)
-
Implied volatility indices : a review
Fassas, Athanasios P., (2021)
-
Intraday price discovery and volatility spillovers in an emerging market
Fassas, Athanasios P., (2019)
- More ...