Hedging with a volatility term structure
Michel Crouhy ; Dan Galai
| Year of publication: |
1995
|
|---|---|
| Authors: | Crouhy, Michel |
| Other Persons: | Galai, Dan (contributor) |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 2.1995, 3, p. 45-52
|
| Subject: | Portfolio-Management | Portfolio selection | Hedging | Zinsstruktur | Yield curve | Volatilität | Volatility | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001219524