Multivariate depencence of implied volatilities from equity options as measure of systemic risk

Andreas A. Jobst

Year of publication:	2013
Authors:	Jobst, Andreas A.
Published in:	International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 28.2013, p. 112-129
Subject:	Volatilität \| Volatility \| Systemrisiko \| Systemic risk \| Finanzkrise \| Financial crisis \| Aktienoption \| Stock option \| Optionspreistheorie \| Option pricing theory \| Messung \| Measurement \| Finanzmarkt \| Financial market \| Optionsgeschäft \| Option trading

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