Delta and vega exposure trading in stock and option markets
Hilda Maraachlian; Thomas Rourke
| Year of publication: |
2014
|
|---|---|
| Authors: | Maraachlian, Hilda ; Rourke, Thomas |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 18.2014, p. 96-125
|
| Subject: | Option markets | Volatility trading | Optionsgeschäft | Option trading | Volatilität | Volatility | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Hedging | Börsenkurs | Share price |
| 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/10010442472