✦ LIBER ✦

The effect of mergers on implied volatility of equity options

✍ Scribed by Gero Geppert; David R. Kamerschen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Modelling the Implied Volatility of Opti

✍ Chris Brooks; M. Currim Oozeer 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 175 KB

The implied volatility term structure of

✍ Scott Mixon 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 404 KB

Volatility linkages of the equity, bond

✍ Kent Wang 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 257 KB

The predictive power of the implied vola

✍ Wayne W. Yu; Evans C.K. Lui; Jacqueline W. Wang 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 281 KB

Implied Volatility of Interest Rate Opti

✍ Charlotte Christiansen; Charlotte Strunk Hansen 📂 Article 📅 2002 🏛 Springer US 🌐 English ⚖ 369 KB

Volatility Implied by Option Prices: The

✍ Daniella Acker; Cliff Attfield 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 224 KB