Volatility risk measures and banks' leverage

Giulio Anselmi

Year of publication:	2024
Authors:	Anselmi, Giulio
Published in:	Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2. - New Jersey : World Scientific, ISBN 978-981-12-6323-1. - 2024, p. 1189-1207
Subject:	Volatility risk measures \| Implied volatility \| Volatility skew \| Volatility spread \| Volatility risk premia \| Realized volatility \| banks \| capital requirements \| Options \| Derivatives \| Leverage \| Volatilität \| Volatility \| Risikoprämie \| Risk premium \| Bankrisiko \| Bank risk \| Derivat \| Derivative \| Optionsgeschäft \| Option trading \| Risikomaß \| Risk measure \| Basler Akkord \| Basel Accord \| Theorie \| Theory \| Messung \| Measurement \| Black-Scholes-Modell \| Black-Scholes model \| Welt \| World

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz im Buch ; Book section
Language:	English
Other identifiers:	10.1142/9789811269943_0035 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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