Narrow search
Showing 1 - 10 of 1,054
Cover Image
Il mercato azionario
Caparrelli, Franco - 1995 - 1. ed
Persistent link: https://www.econbiz.de/10000960606
Cover Image
Why do we smile? : On the determinants of the implied volatility function
Peña Sánchez de Rivera, Juan Ignacio; Rubio, Gonzalo; … - In: Journal of banking & finance 23 (1999) 8, pp. 1151-1179
Persistent link: https://www.econbiz.de/10001391604
Cover Image
The impact of short sales constraints on stock index futures prices : evidence from FT-SE 100 futures
Pope, Peter F. - In: The journal of derivatives : the official publication … 1 (1994) 4, pp. 15-26
Persistent link: https://www.econbiz.de/10001219387
Cover Image
Let there be warrants : the case of Greece
Hourvouliades, Nikolas; Chatzistavrou, Chrysostomos - In: International journal of bonds and derivatives 1 (2015) 3, pp. 187-202
Persistent link: https://www.econbiz.de/10011434906
Cover Image
Violations of put-call parity for CNX Nifty index options : a study at National Stock Exchange
Nandan, Tanuj; Agrawal, Puja - In: Global business & economics review 20 (2018) 4, pp. 485-502
Persistent link: https://www.econbiz.de/10012126516
Cover Image
Modeling volatility of national stock exchange of India
Joshi, Prashant - In: Asian African journal of economics and econometrics 10 (2010) 2, pp. 337-354
Persistent link: https://www.econbiz.de/10009007472
Cover Image
An analysis of option pricing in the Japanese market
Kanoh, Satoru (contributor); Takeuchi, Asuka (contributor) - 2006
Persistent link: https://www.econbiz.de/10003316711
Cover Image
On the non-existence of redunant options
Baptista, Alexandre M. - In: Economic theory : official journal of the Society for … 31 (2007) 2, pp. 205-212
Persistent link: https://www.econbiz.de/10003467345
Cover Image
Stock Options Price Estimation In Indonesia Stock Exchange : Case Studies of LQ-45
Pasaribu, Rowland Bismark - 2017
The main idea of this paper is to clarify the influence of historical volatility to its current volatility of stock return and estimate European call option pricing using Black-Scholes Model. Three method was used to knowing the influence: HisVol, GARCH (1.1) and CGARCH. Empirically the three...
Persistent link: https://www.econbiz.de/10012975953