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 European Association of University Teachers in Banking and Finance.