✦ LIBER ✦

The duration of option portfolios

✍ Scribed by Mark B. Garman

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal control of option portfolios and

✍ Ralf Korn; Siegfried Trautmann 📂 Article 📅 1999 🏛 Springer 🌐 German ⚖ 147 KB

VALUE-AT-RISK MODELS AND OPTION PORTFOLI

✍ CHRISTINE BROWN; ROSEMARY CHAN 📂 Article 📅 1999 🏛 Economic Society of Australia 🌐 English ⚖ 911 KB

Real option analysis of a technology por

✍ Petri Hilli; Maarit Kallio; Markku Kallio 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 219 KB

Optimal selection of a portfolio of opti

✍ M. Schyns; Y. Crama; G. Hübner 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 616 KB

The Volatility and Price Sensitivities o

✍ John D. Knopf; Jouahn Nam; John H. Thornton Jr. 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 78 KB

The Impacts of Surrender Options on Rese

✍ Chenghsien Tsai 📂 Article 📅 2012 🏛 Wiley (Blackwell Publishing) 🌐 English ⚖ 777 KB