Volatility Derivatives
Year of publication: |
2010
|
---|---|
Authors: | Carr, Peter |
Other Persons: | Lee, Roger (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Derivat | Derivative | Optionspreistheorie | Option pricing theory |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Annual Review of Financial Economics, Vol. 1, pp. 319-339, 2009 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2009 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Spot market and derivative segment of equity in India
Sharma, Dheeraj P., (2022)
-
Impacts of derivative markets on spot market volatility and their persistence
Fong, Lik, (2015)
-
Volatility forecasting using financial statement information
Sridharan, Suhas A., (2015)
- More ...
-
Robust replication of volatility and hybrid derivatives on jump diffusions
Carr, Peter, (2021)
-
Put-call symmetry : extensions and applications
Carr, Peter, (2009)
-
Hedging variance options on continuous semimartingales
Carr, Peter, (2010)
- More ...