Risk value analysis of covered short call and protective put portfolio strategies
Year of publication: |
1999
|
---|---|
Authors: | Adam, Michael |
Other Persons: | Maurer, Raimond (contributor) |
Publisher: |
Mannheim : Univ. Mannheim, Sonderforschungsbereich 504 |
Subject: | Optionsgeschäft | Option trading | Hedging | Rendite | Yield | Risiko | Risk | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model | Vergleich | Comparison | Theorie | Theory | Portfoliomanagement | Risikoanalyse |
-
Risk value analysis of covered short call and protective put portfolio strategies
Adam, Michael, (1999)
-
Volatility risk premium decomposition of LIFFE equity options
Lin, Bing-huei, (2012)
-
Takahashi, Akihiko, (2011)
- More ...
-
Adam, Michael, (1996)
-
Adam, Michael, (1996)
-
Risk Value Analysis of Covered Short Call and Protective Put Portfolio Strategies
Adam, Michael, (1999)
- More ...