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
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