Spread options and risk management : lognormal versus normal distribution approach
Robert Brooks; Brandon N. Cline
| Year of publication: |
2015
|
|---|---|
| Authors: | Brooks, Robert ; Cline, Brandon N. |
| Published in: |
Financial services review : the journal of individual financial management. - Athens, Ohio : Academy of Financial Services, ISSN 1873-5673, ZDB-ID 1130453-4. - Vol. 24.2015, 1, p. 15-35
|
| Subject: | Spread options | Basis options | Lognormal | Normal | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Risikomanagement | Risk management | Derivat | Derivative | Zinsstruktur | Yield curve |
| 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/10011312166