Stock index volatility expectations implied by call options premia
Krister Rindell
| Year of publication: |
1989
|
|---|---|
| Authors: | Rindell, Krister |
| Publisher: |
[Helsingfors] |
| Subject: | Volatilität | Volatility | Aktienindex | Stock index | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Derivat | Derivative | Erwartungsbildung | Expectation formation |
| Extent: | 12 Bl |
|---|---|
| Series: | Meddelanden från Svenska Handelshögskolan. - Helsingfors : [Verlag nicht ermittelbar], ISSN 0357-4598, ZDB-ID 864095-6. - Vol. 193 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 951-555-304-0 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000767421