Empirical analysis of implied volatility : stock, bonds and currencies ; presented at the fourth annual conference of the Financial Options Research Center, University of Warwick, Coventry, England, 19 - 20, July, 1991
William K. H. Fung and David A. Hsieh
| Year of publication: |
1991
|
|---|---|
| Authors: | Fung, William ; Hsieh, David A. |
| Institutions: | Financial Options Research Centre (contributor) |
| Publisher: |
[Coventry] |
| Subject: | Volatilität | Volatility | Börsenkurs | Share price | Anleihe | Bond | Devisenoption | Currency option | Aktienoption | Stock option | Schätzung | Estimation | USA | United States | 1985-1990 |
| Extent: | 25, [25] S. : graph. Darst |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000980801