Coverart for item
The Resource Implied volatility functions : empirical tests, Bernard Dumas, Jeff Fleming, Robert E. Whaley

Implied volatility functions : empirical tests, Bernard Dumas, Jeff Fleming, Robert E. Whaley

Label
Implied volatility functions : empirical tests
Title
Implied volatility functions
Title remainder
empirical tests
Statement of responsibility
Bernard Dumas, Jeff Fleming, Robert E. Whaley
Creator
Contributor
Subject
Language
eng
Member of
Cataloging source
NBuU
http://library.link/vocab/creatorName
Dumas, Bernard
Illustrations
illustrations
Index
no index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1964-
http://library.link/vocab/relatedWorkOrContributorName
  • Fleming, Jeff
  • Whaley, Robert E
  • National Bureau of Economic Research
Series statement
NBER working paper series
Series volume
working paper 5500
http://library.link/vocab/subjectName
  • Options (Finance)
  • Pricing
Label
Implied volatility functions : empirical tests, Bernard Dumas, Jeff Fleming, Robert E. Whaley
Instantiates
Publication
Copyright
Note
"March 1996."
Bibliography note
Includes bibliographical references (p. 22-23)
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Dimensions
22 cm.
Extent
23 pages, 11 unnumbered pages
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations
System control number
  • (CLSU)1169310
  • (OCoLC)34653225
Label
Implied volatility functions : empirical tests, Bernard Dumas, Jeff Fleming, Robert E. Whaley
Publication
Copyright
Note
"March 1996."
Bibliography note
Includes bibliographical references (p. 22-23)
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Dimensions
22 cm.
Extent
23 pages, 11 unnumbered pages
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations
System control number
  • (CLSU)1169310
  • (OCoLC)34653225

Library Locations

    • Biddle Law LibraryBorrow it
      3400 Chestnut Street, Philadelphia, Pennsylvania, 19104, US
      39.954941 -75.193362
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