Volatility concepts and risk management tools
Dennis Bams, Gildas Blanchard, Thorsten Lehnert
| Year of publication: |
January 2015
|
|---|---|
| Authors: | Bams, Dennis ; Blanchard, Gildas ; Lehnert, Thorsten |
| Publisher: |
Luxembourg : University of Luxembourg, Faculty of Law, Economics and Finance, Luxembourg School of Finance |
| Subject: | Value-at-Risk | Option Implied Volatility | Volatility Risk Premium | Time-series | Garch models | Volatilität | Volatility | ARCH-Modell | ARCH model | Risikomaß | Risk measure | Risikoprämie | Risk premium | Risikomanagement | Risk management | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model |
| Extent: | 1 Online-Ressource (circa 40 Seiten) Illustrationen |
|---|---|
| Series: | LSF research working paper series. - Luxembourg : [Verlag nicht ermittelbar], ZDB-ID 2781733-7. - Vol. no. 15, 05 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011547074