Disasters implied by equity index options
David Backus, Mikhail Chernov, and Ian Martin
| Year of publication: |
2010
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|---|---|
| Authors: | Backus, David ; Chernov, Mikhail ; Martin, Ian |
| Publisher: |
New York, NY : Leonard N. Stern School of Business, Department of Economics |
| Subject: | Finanzmarkt | Financial market | Optionsgeschäft | Option trading | Finanzkrise | Financial crisis | Kapitaleinkommen | Capital income | Theorie | Theory | USA | United States | 1986-2006 |
| Extent: | Online-Ressource (PDF-Datei: 51 S., 331,33 KB) graph. Darst. |
|---|---|
| Series: | Working papers / Department of Economics. - New York, NY, ZDB-ID 2186933-9. - Vol. EC-09-14 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009503559