On the information content of volatility, Skewness and Kurtosis implied in option prices / Gregorio Serna Calvo
Main Author: | Serna Calvo, Gregorio |
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Format: | Book |
Publication: |
Albacete : Universidad de Castilla La Mancha, 2001 |
Physical Description: | 43 p. ; 23 cm |
Clasificación CDU: |
336.76 * 336.7 |
Collection: |
Documentos de trabajo (Universidad de Granada)
1/2001/6 |
Subjects: |
Córdoba - Depósito
Copy 76806 | Available |
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