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Market risk and the concept of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivative markets on financial markets

Soosung Hwang

Publication Data

Title Market risk and the concept of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivative markets on financial markets
Author Soosung Hwang
Contributors S. Satchell, S. Satchell
Publisher University of Cambridge, Department of Applied Economics
Publication date 1997
Publication location Cambridge
Language English

Topics

Derivative securities :: Prices :: Mathematical models
Risk :: Mathematical models
Stock exchanges :: Mathematical models
Stocks :: Prices :: Mathematical models

Catalogue Data

OBNB ID GB9839543
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 28 p.
P1042 Includes bibliographical references (p. 13-15)

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Market risk and the concept of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivative markets on financial markets by Soosung Hwang. Published by University of Cambridge, Department of Applied Economics in 1997. Publication and catalogue information, links to buy online and reader comments.