Testing Greeks and price changes in the S&P 500 options and futures contract : a regression analysis
Jitka Hilliard
| Year of publication: |
2013
|
|---|---|
| Authors: | Hilliard, Jitka |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 26.2013, p. 51-58
|
| Subject: | Price-change implied volatility | Implied volatility | S&P 500 options | Futures contracts | Volatilität | Volatility | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Griechenland | Greece | Index-Futures | Index futures | Optionsgeschäft | Option trading |
| 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/10009717219