𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Volatility, financial constraints, and trade

✍ Scribed by María García-Vega; Alessandra Guariglia; Marina-Eliza Spaliara


Book ID
113664477
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
351 KB
Volume
21
Category
Article
ISSN
1059-0560

No coin nor oath required. For personal study only.


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Volatility trade design
✍ J. Scott Chaput; Louis H. Ederington 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 241 KB

Despite the fact that they are heavily traded, discussed in every derivatives text, and necessary to aligning implied volatilities with volatility expectations, volatility trades such as straddles, strangles, and option/asset combinations have received scant attention in the finance research literat