Implied Options in Saving Accounts : valuation and risk management.

Isabelle Platten, Philippe Grégoire, Philippe Goosse

Research output: Contribution in Book/Catalog/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationProceedings in European Association of University Teachers in Banking and Finance
Place of PublicationLisbonne
PublisherEuropean Association of University Teachers in Banking and Finance
Publication statusPublished - 1999

Keywords

  • Option
  • risk management

Cite this

Platten, I., Grégoire, P., & Goosse, P. (1999). Implied Options in Saving Accounts : valuation and risk management. In Proceedings in European Association of University Teachers in Banking and Finance Lisbonne: European Association of University Teachers in Banking and Finance.
Platten, Isabelle ; Grégoire, Philippe ; Goosse, Philippe. / Implied Options in Saving Accounts : valuation and risk management. Proceedings in European Association of University Teachers in Banking and Finance. Lisbonne : European Association of University Teachers in Banking and Finance, 1999.
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author = "Isabelle Platten and Philippe Gr{\'e}goire and Philippe Goosse",
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booktitle = "Proceedings in European Association of University Teachers in Banking and Finance",
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Platten, I, Grégoire, P & Goosse, P 1999, Implied Options in Saving Accounts : valuation and risk management. in Proceedings in European Association of University Teachers in Banking and Finance. European Association of University Teachers in Banking and Finance, Lisbonne.

Implied Options in Saving Accounts : valuation and risk management. / Platten, Isabelle; Grégoire, Philippe; Goosse, Philippe.

Proceedings in European Association of University Teachers in Banking and Finance. Lisbonne : European Association of University Teachers in Banking and Finance, 1999.

Research output: Contribution in Book/Catalog/Report/Conference proceedingChapter

TY - CHAP

T1 - Implied Options in Saving Accounts : valuation and risk management.

AU - Platten, Isabelle

AU - Grégoire, Philippe

AU - Goosse, Philippe

PY - 1999

Y1 - 1999

KW - Option

KW - risk management

M3 - Chapter

BT - Proceedings in European Association of University Teachers in Banking and Finance

PB - European Association of University Teachers in Banking and Finance

CY - Lisbonne

ER -

Platten I, Grégoire P, Goosse P. Implied Options in Saving Accounts : valuation and risk management. In Proceedings in European Association of University Teachers in Banking and Finance. Lisbonne: European Association of University Teachers in Banking and Finance. 1999