Forecasting Extreme Volatility of FTSE-100 with Model Free VFTSE, Carr-Wu and Generalized Extreme Value (GEV) Option Implied Volatility Indices
| Author | : Sheri M. Markose |
| Publisher | : |
| Total Pages | : |
| Release | : 2012 |
| ISBN-10 | : OCLC:839855419 |
| ISBN-13 | : |
| Rating | : 4/5 (19 Downloads) |
Book Synopsis Forecasting Extreme Volatility of FTSE-100 with Model Free VFTSE, Carr-Wu and Generalized Extreme Value (GEV) Option Implied Volatility Indices by : Sheri M. Markose
Download or read book Forecasting Extreme Volatility of FTSE-100 with Model Free VFTSE, Carr-Wu and Generalized Extreme Value (GEV) Option Implied Volatility Indices written by Sheri M. Markose and published by . This book was released on 2012 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: