The market for crash risk.

The market for crash risk.

Podrobná bibliografie
Hlavní autor: Bates, David S.
Médium: Kniha
Jazyk:English
Vydáno: Cambridge, Mass. National Bureau of Economic Research 2001
Edice:NBER working paper series no.8557
Témata:
Stock exchange > Econometric models.
Stock options > Econometric models.
Financial futures > Econometric models.
Futures market > Econometric models.
Options (Finance) > Econometric models.
Hedging (Finance) > Econometric models.