Research Catalog

Low margins, derivative securities, and volatility / Gerard Gennotte, Hayne Leland.

Title
Low margins, derivative securities, and volatility / Gerard Gennotte, Hayne Leland.
Author
Gennotte, Gerard.
Publication
Stockholm, Sweden : Konjunkturinstitutet, Ekonomiska Rådet, [1993]

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Details

Additional Authors
  • Leland, Hayne E.
  • Konjunkturinstitutet (Sweden)
Description
32, [2] p.; 24 cm.
Series Statement
Working paper, 1100-7818 ; no. 24
Uniform Title
Working paper (Konjunkturinstitutet (Sweden)) ; no. 24.
Subject
  • Stock index futures > Mathematical models
  • Margins (Security trading) > Mathematical models
Note
  • "April 1993."
  • "April 1991, last rev. March 1992"--2nd t.p.
  • Summary in Swedish (p. 32).
Bibliography (note)
  • Includes bibliographical references (p. 30-31).
Processing Action (note)
  • committed to retain
OCLC
28581925
Owning Institutions
Harvard Library