Volatility concepts and risk management tools

Dennis Bams, Gildas Blanchard, Thorsten Lehnert

Year of publication:	January 2015
Authors:	Bams, Dennis ; Blanchard, Gildas ; Lehnert, Thorsten
Publisher:	Luxembourg : University of Luxembourg, Faculty of Law, Economics and Finance, Luxembourg School of Finance
Subject:	Value-at-Risk \| Option Implied Volatility \| Volatility Risk Premium \| Time-series \| Garch models \| Volatilität \| Volatility \| Risikomaß \| Risk measure \| ARCH-Modell \| ARCH model \| Risikoprämie \| Risk premium \| Risikomanagement \| Risk management \| Zeitreihenanalyse \| Time series analysis \| Prognoseverfahren \| Forecasting model \| Optionsgeschäft \| Option trading \| Optionspreistheorie \| Option pricing theory

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