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Testing the Volatility Term Structure Using Option Hedging Criteria
Language: en
Pages: 0
Authors: Robert F. Engle
Categories:
Type: BOOK - Published: 1998 - Publisher:

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Testing the Volatility Term Structure Using Option Hedging Criteria
Language: en
Pages: 20
Authors: Robert F. Engle
Categories: Hedging (Finance)
Type: BOOK - Published: 1998 - Publisher:

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Testing the Volatility Term Structure Using Option Hedging Criteria
Language: en
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Type: BOOK - Published: 2008 - Publisher:

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The volatility term structure (VTS) reflects market expectations of average asset volatility over different time horizons. Various stochastic volatility models
Volatility Surface and Term Structure
Language: en
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Authors: Kin Keung Lai
Categories: Business & Economics
Type: BOOK - Published: 2013-09-11 - Publisher: Routledge

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This book provides different financial models based on options to predict underlying asset price and design the risk hedging strategies. Authors of the book hav
Testing the Volatility Term Sructure Using Option Hedging Criteria
Language: en
Pages: 20
Authors: Robert F. Engel
Categories:
Type: BOOK - Published: 1998 - Publisher:

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