On the performance of options strategies in Switzerland
Year of publication: |
1999
|
---|---|
Authors: | Lhabitant, François-Serge |
Published in: |
Finanzmarkt und Portfolio-Management. - Luzern, ISSN 1555-4961, ZDB-ID 635879-2. - Vol. 13.1999, 3, p. 318-338
|
Subject: | Portfolio-Management | Portfolio selection | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Schweiz | Switzerland |
-
Vessereau, Thierry Patrick Raoul M., (1999)
-
The impact of portfolio re-financing on Black-Scholes call option valuation
Versluis, Cokki, (2006)
-
Handelsstrategien mit Mindestgarantien : eine analytische Beschreibung
Balder, Sven, (2009)
- More ...
-
On Swiss Timing and Selectivity: In the Quest of Alpha
Lhabitant, François-Serge, (2001)
-
Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna, (1998)
-
Volatility risk for options on a zero-coupon bond
Lhabitant, François-Serge, (1998)
- More ...