Measuring country risk as implied volatility.

Book chapter

Clark, E. 2004. Measuring country risk as implied volatility. in: Willmott, P. (ed.) The Best of Wilmott 1: incorporating the quantitative finance review London John Wiley & Sons.
Chapter titleMeasuring country risk as implied volatility.
AuthorsClark, E.
Book titleThe Best of Wilmott 1: incorporating the quantitative finance review
EditorsWillmott, P.
PublisherJohn Wiley & Sons
Place of publicationLondon
ISBN
Hardcover9780470023518
Publication dates
Print2004
Publication process dates
Deposited23 Feb 2009
Output statusPublished
Additional information

In two vols; Vol 1 pub. 2005, Vol 2 pub. 2006

LanguageEnglish
Permalink -

https://repository.mdx.ac.uk/item/812q9

Log in to edit
  • 28
    total views
  • 0
    total downloads
  • 0
    views this month
  • 0
    downloads this month

Export as