Operational risk of option hedging
Sovan Mitra
| Year of publication: |
2013
|
|---|---|
| Authors: | Mitra, Sovan |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 33.2013, p. 194-203
|
| Subject: | Operational risk | Hedging | Options | Option pricing | Risk management | Risk measures | Value at Risk | Half normal distribution | Quantile | Operational Value at Risk | Risikomanagement | Risikomaß | Risk measure | Operationelles Risiko | Optionspreistheorie | Option pricing theory | Risiko | Risk | Bankrisiko | Bank risk | Optionsgeschäft | Option trading | Derivat | Derivative |
| 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/10010191991