Volatilities implied by price changes in the S&P 500 options and futures contracts
Jitka Hilliard; Wei Li
| Year of publication: |
2014
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|---|---|
| Authors: | Hilliard, Jitka ; Li, Wei |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 42.2014, 4, p. 599-626
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| Subject: | Price-change implied volatility | Implied volatility | S&P 500 options and futures contracts | S&P 500 options | futures contracts | Delta hedging | Volatilität | Volatility | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Hedging | Optionsgeschäft | Option trading | Index-Futures | Index futures |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010431376