The 2008 UK banking crash : evidence from option implied volatility
Year of publication: |
2013
|
---|---|
Authors: | So, Ha Yan Raymond ; Driouchi, Tarik ; Tan, Zhiyuan Simon |
Published in: |
Advances in financial risk management : corporates, intermediaries and portfolios. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 1-137-02508-5. - 2013, p. 201-224
|
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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