Risk value analysis of covered short call and protective put portfolio strategies
Michael Adam and Raimond Maurer
| Year of publication: |
1999
|
|---|---|
| Authors: | Adam, Michael ; Maurer, Raimond |
| Published in: |
Finanzmarkt und Portfolio-Management. - Luzern, ISSN 1555-4961, ZDB-ID 635879-2. - Vol. 13.1999, 4, p. 431-449
|
| Subject: | Optionsgeschäft | Option trading | Hedging | Rendite | Yield | Risiko | Risk | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model | Vergleich | Comparison | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Finanzmarkt und Portfolio Management |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001517964