Pouvoir prédictif de la volatilité implicite dans le prix des options de change
Bronka Rzepkowski
| Year of publication: |
2001
|
|---|---|
| Authors: | Rzepkowski, Bronka |
| Publisher: |
Paris |
| Subject: | Derivat | Derivative | OTC-Handel | OTC market | Volatilität | Volatility | Währungsderivat | Currency derivative | Prognoseverfahren | Forecasting model | US-Dollar | US dollar | Yen | Deutsche Mark | Französischer Franc | French franc | ARCH-Modell | ARCH model | Welt | World | 1995-1998 |
| Extent: | 47 Bl |
|---|---|
| Series: | Document de travail / Centre d'Etudes Prospectives et d'Informations Internationales. - Paris, ISSN 0242-7818, ZDB-ID 2167188-6. - Vol. 2001,01 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | French |
| Notes: | Zsfassung in engl. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001563631