Perception des risques sur les marchés, construction d'un indice élaboré à partir des smiles d'options et test de stratégies
Marie Brière; Kamal Chancari
| Year of publication: |
2004
|
|---|---|
| Authors: | Brière, Marie ; Chancari, Kamal |
| Published in: |
Revue d'économie politique. - Paris : Dalloz, ISSN 0373-2630, ZDB-ID 241473-9. - Vol. 114.2004, 4, p. 527-555
|
| Subject: | Optionspreistheorie | Option pricing theory | Wechselkurssystem | Exchange rate regime | Aktienindex | Stock index | Risikoaversion | Risk aversion | Welt | World | Risikoneutralität | Risk neutrality | 1999-2003 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | French |
| Notes: | Zsfassung in engl. Sprache u.d.T.: Risk perception on financial markets, construction of an indicator based on options smiles and test of strategies |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002233749