Constructing a South African Index Volatility Surface from Exchange Traded Data
Year of publication: |
2013
|
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Authors: | Kotze, Antonie |
Other Persons: | Joseph, Angelo (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Südafrika | South Africa | Volatilität | Volatility |
Extent: | 1 Online-Ressource (37 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 10, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.2198357 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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