The Implied Volatility of ETF and Index Options
Year of publication: |
2011
|
---|---|
Authors: | Ivanov, Stoyu I. |
Other Persons: | Whitworth, Jeff (contributor) ; Zhang, Yi (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Index-Futures | Index futures | Indexderivat | Index derivative | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (10 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: The International Journal of Business and Finance Research, Vol. 5, No. 4, pp. 35-44, 2011 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2011 erstellt |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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