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source:"repec"
~isPartOf:"50 Years of Money and Finance: Lessons and Challenges"
~subject:"financial markets"
~subject:"volatilité"
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financial markets
volatilité
CDS premia
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Credit Default Swaps (CDSs)
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Derivatives
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bond spreads
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commodity futures
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equity options
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Arrata, William
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Bernales, Alejandro
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Coudert, Virginie
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50 Years of Money and Finance: Lessons and Challenges
CIRANO Working Papers
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Modeling, Computing, and Mastering Complexity 2003
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The Effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Derivatives and Credit Default Swaps
Coudert, Virginie
;
Arrata, William
;
Bernales, Alejandro
- In:
50 Years of Money and Finance: Lessons and Challenges
Persistent link: https://www.econbiz.de/10010927932
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