Hochschulschrift
Asset price volatility and option hedging in imperfectly elastic markets
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Dimensions
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21 cm
- Extent
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III, 80 S.
- Language
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Englisch
- Notes
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graph. Darst.
Bonn, Univ., Diss., 1996
- Keyword
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Unvollkommener Kreditmarkt
Volatilität
Option
Hedging
Optionspreistheorie
Börsenkurs
Volatilität
Capital-Asset-Pricing-Modell
Optionsgeschäft
Hedging
- Creator
- Table of contents
- Rights
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Last update
-
11.06.2025, 2:13 PM CEST
Data provider
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Object type
- Hochschulschrift
Associated
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Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
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Consistent pricing and hedging volatility derivatives with two volatility surfaces
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