The dynamics of implied volatilities: a common principle components approach
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin
2001
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| Series: | Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2001,38 |
| Item Description: | Literaturverz. S. 29 - 31 |
| Physical Description: | 31 S. graph. Darst. |
Staff View
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| 100 | 1 | |a Fengler, Matthias R. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a The dynamics of implied volatilities |b a common principle components approach |c Matthias Fengler ; Wolfgang Härdle ; Christophe Villa. Humboldt-Universität zu Berlin, Quantifikation und Simulation Ökonomischer Prozesse ; Sonderforschungsbereich 373, Wirtschaftswissenschaftliche Fakultät |
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| 490 | 1 | |a Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse |v 2001,38 | |
| 500 | |a Literaturverz. S. 29 - 31 | ||
| 700 | 1 | |a Härdle, Wolfgang |d 1953- |e Verfasser |0 (DE-588)110357116 |4 aut | |
| 700 | 1 | |a Villa, Christophe |e Verfasser |4 aut | |
| 810 | 2 | |a Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin> |t Discussion paper |v 2001,38 |w (DE-604)BV012925295 |9 2001,38 | |
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Record in the Search Index
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| indexdate | 2024-07-09T23:10:58Z |
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| physical | 31 S. graph. Darst. |
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| series2 | Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse |
| spelling | Fengler, Matthias R. Verfasser aut The dynamics of implied volatilities a common principle components approach Matthias Fengler ; Wolfgang Härdle ; Christophe Villa. Humboldt-Universität zu Berlin, Quantifikation und Simulation Ökonomischer Prozesse ; Sonderforschungsbereich 373, Wirtschaftswissenschaftliche Fakultät Berlin 2001 31 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 2001,38 Literaturverz. S. 29 - 31 Härdle, Wolfgang 1953- Verfasser (DE-588)110357116 aut Villa, Christophe Verfasser aut Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin> Discussion paper 2001,38 (DE-604)BV012925295 2001,38 |
| spellingShingle | Fengler, Matthias R. Härdle, Wolfgang 1953- Villa, Christophe The dynamics of implied volatilities a common principle components approach |
| title | The dynamics of implied volatilities a common principle components approach |
| title_auth | The dynamics of implied volatilities a common principle components approach |
| title_exact_search | The dynamics of implied volatilities a common principle components approach |
| title_full | The dynamics of implied volatilities a common principle components approach Matthias Fengler ; Wolfgang Härdle ; Christophe Villa. Humboldt-Universität zu Berlin, Quantifikation und Simulation Ökonomischer Prozesse ; Sonderforschungsbereich 373, Wirtschaftswissenschaftliche Fakultät |
| title_fullStr | The dynamics of implied volatilities a common principle components approach Matthias Fengler ; Wolfgang Härdle ; Christophe Villa. Humboldt-Universität zu Berlin, Quantifikation und Simulation Ökonomischer Prozesse ; Sonderforschungsbereich 373, Wirtschaftswissenschaftliche Fakultät |
| title_full_unstemmed | The dynamics of implied volatilities a common principle components approach Matthias Fengler ; Wolfgang Härdle ; Christophe Villa. Humboldt-Universität zu Berlin, Quantifikation und Simulation Ökonomischer Prozesse ; Sonderforschungsbereich 373, Wirtschaftswissenschaftliche Fakultät |
| title_short | The dynamics of implied volatilities |
| title_sort | the dynamics of implied volatilities a common principle components approach |
| title_sub | a common principle components approach |
| volume_link | (DE-604)BV012925295 |
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