A valuation framework for selecting option strategies
Roger G. Clarke; Harindra De Silva; Greg M. McMurran
| Year of publication: |
2008
|
|---|---|
| Authors: | Clarke, Roger G. ; DeSilva, Harindra ; McMurran, Greg M. |
| Published in: |
Investment management and financial management. - Hoboken, NJ : Wiley, ISBN 978-0-470-07815-0. - 2008, p. 413-417
|
| Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Index-Futures | Index futures | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003765043