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Option valuation and hedging in markets with a crunch

El-Khatib, Youssef; Hatemi-J, Abdulnasser - In: Journal of economic studies 44 (2017) 5, pp. 801-815

Persistent link: https://www.econbiz.de/10011960936

Implied volatility surfaces during the period of global financial crisis

Wirjanto, Tony S.; Zhu, Anyi - In: International journal of financial engineering 5 (2018) 1, pp. 1-50

Persistent link: https://www.econbiz.de/10011922944

The linkages, persistence, asymmetry in the volatility, the price discovery and efficiency, and the effect of the US subprime mortgage financial crisis on the spot and the futures...

Paul, Muthucattu Thomas; Kimata, James D. - In: Applied economics 48 (2016) 7/9, pp. 669-683

Persistent link: https://www.econbiz.de/10011413991

Financial Institutions in the Global Financial Crisis : The Role of Financial Derivatives, Bank Capital, and Clearing and Custody Services

Li, Shaofang - 2018

This book examines the role of financial institutions in the financial markets during normal times, as well as during the global financial crisis. Chapter 1 offers a brief introduction to the research topics in the book, while Chapter 2 discusses the impact of financial derivatives on risk...