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Poncet, Patrice; Portait, Roland; Toder, Igor - 2022

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Capital Market Finance : An Introduction to Primitive Assets, Derivatives, Portfolio Management and Risk

Poncet, Patrice; Portait, Roland; Toder, Igor - 2022

, hybrids and credit derivatives), portfolio theory and management, and risk assessment and hedging of individual positions as …

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Financial market disruption and investor awareness : the case of implied volatility skew

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Pricing cryptocurrency options with machine learning regression for handling market volatility

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Model-free volatility indexes in the financial literature: A review

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Mispricing of S&P 500 Index Options

Constantinides, George M. - 2008

Widespread violations of stochastic dominance by one-month S&P 500 index call options over 1986-2006 imply that a trader can improve expected utility by engaging in a zero-net-cost trade net of transaction costs and bid-ask spread. Although pre-crash option prices conform to the...

Persistent link: https://www.econbiz.de/10012464103