Measuring option implied degree of distress in the US financial sector using the entropy principle
Philipp Matros ; Johannes Vilsmeier
| Year of publication: |
2012
|
|---|---|
| Authors: | Matros, Philipp ; Vilsmeier, Johannes |
| Publisher: |
Frankfurt am Main : Dt. Bundesbank |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | 55 S. : graph. Darst. |
|---|---|
| Series: | Discussion paper / Volkswirtschaftliches Forschungszentrum, Deutsche Bundesbank / Series 1, Studies of the Economic Research Center. - Frankfurt <Main>. - Vol. 2012, 30 |
| Type of publication: | Book / Working Paper |
| Language: | English ; German |
| Notes: | Zsfassungen in dt. und engl. Sprache |
| ISBN: | 978-3-86558-859-3 |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: |
Persistent link: https://www.econbiz.de/10009676586