Statistical properties of derivatives: a journey in term structures
Year of publication: |
2011
|
---|---|
Authors: | Raynaud, Franck ; Lautier, Delphine |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Derivatives | Econophysics | Tail exponents | Term structures |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Physica. A, Statistical Mechanics and its Applications, 2011, Vol. 390, no. 11. pp. 2009-2019.Length: 10 pages |
Classification: | G1 - General Financial Markets |
Source: |
-
Statistical properties of derivatives: a journey in term structures.
Raynaud, Franck, (2011)
-
Statistical properties of derivatives: A journey in term structures
Lautier, Delphine, (2011)
-
Cryptocurrency volatility markets
Woebbeking, Fabian, (2021)
- More ...
-
Information Flows in the term structure of commodity prices
Lautier, Delphine, (2014)
-
Systemic Risk in Energy Derivative Markets: A Graph-Theory Analysis
Raynaud, Franck, (2012)
-
Systemic Risk in Commodity Markets: What Do Trees Tell Us About Crises?
Lautier, Delphine, (2015)
- More ...