Disasters implied by equity index options :: David Backus :: Centre for Economic Policy Research 2009 :: OBNB, the Open British National Bibliography

Publication Data

Title Disasters implied by equity index options
Author David Backus
Contributors Mikhail Chernov, Ian Martin, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2009
Publication location London
Language English

Topics

Rate of return :: Mathematical models
Options (Finance) :: Mathematical models

Catalogue Data

OBNB ID GBA9A7932
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.632283

ISBD

P1053 42 p.
P1042 Includes bibliographical references.

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Disasters implied by equity index options by David Backus. Published by Centre for Economic Policy Research in 2009. Publication and catalogue information, links to buy online and reader comments.