G. Sorwar
Estimating Financial Risk Measures for Options.
Sorwar, G.; Dowd, K.
Citation
Sorwar, G., & Dowd, K. (2010). Estimating Financial Risk Measures for Options. Journal of Banking and Finance, 34(8), 1982-1992. https://doi.org/10.1016/j.jbankfin.2010.01.005
Journal Article Type | Article |
---|---|
Publication Date | 2010-08 |
Deposit Date | Nov 20, 2012 |
Journal | Journal of Banking and Finance |
Print ISSN | 0378-4266 |
Publisher | Elsevier |
Peer Reviewed | Peer Reviewed |
Volume | 34 |
Issue | 8 |
Pages | 1982-1992 |
DOI | https://doi.org/10.1016/j.jbankfin.2010.01.005 |
Public URL | https://durham-repository.worktribe.com/output/1500645 |
You might also like
The Experience of Free Banking, 2nd edition
(2023)
Book
An Introduction to Market Risk Measurement.
(2002)
Book
Measuring Market Risk.
(2008)
Book
Downloadable Citations
About Durham Research Online (DRO)
Administrator e-mail: dro.admin@durham.ac.uk
This application uses the following open-source libraries:
SheetJS Community Edition
Apache License Version 2.0 (http://www.apache.org/licenses/)
PDF.js
Apache License Version 2.0 (http://www.apache.org/licenses/)
Font Awesome
SIL OFL 1.1 (http://scripts.sil.org/OFL)
MIT License (http://opensource.org/licenses/mit-license.html)
CC BY 3.0 ( http://creativecommons.org/licenses/by/3.0/)
Powered by Worktribe © 2024
Advanced Search