An analysis of the covered warrants listed on the Athens Exchange
Costas Siriopoulos and Athanasios P. Fassas
| Year of publication: |
2014
|
|---|---|
| Authors: | Siriopoulos, Costas ; Fassas, Athanasios P. |
| Published in: |
Journal of risk & control. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 2056-3701, ZDB-ID 2818578-X. - Vol. 1.2014, 1, p. 13-30
|
| Subject: | Warrants | Cox-Ross-Rubinstein model | Greek banks | Implied volatility | Delta hedging | Volatilität | Volatility | Griechenland | Greece | Hedging | Optionsanleihe | Warrant bond | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Black-Scholes-Modell | Black-Scholes model | Optionsgeschäft | Option trading |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010509213