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Finance / Stock market / Exchange-traded note / Notes / VIX / Financial markets / Implied volatility / Volatility / Futures contract / Financial economics / Mathematical finance / Investment


An EDHEC-Risk Institute Publication The Risks of Volatility ETNs: A Recent Incident and Underlying Issues September 2012
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Document Date: 2012-09-21 08:08:36


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File Size: 1,51 MB

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Company

Wohl & Fruchter LLP / Bloomberg / Credit Suisse / ETNs / Reuters / /

Continent

Asia / /

Country

France / United States / /

Currency

pence / USD / /

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Event

Debt Financing / /

Facility

EDHEC-Risk Institute / University of Nice Sophia-Antipolis / EDHEC Risk Institute / About EDHEC-Risk Institute / University of Bayreuth / Institute Table / Sofia University / University of Karlsruhe / /

IndustryTerm

custodian bank / empirical finance / volatility is that such products / finance / market makers / /

MarketIndex

S&P 500 / VIX / /

Organization

University of Karlsruhe / Sofia University / University of Bayreuth / EDHEC-Risk Institute / EDHEC Business School / FINRA / University of Nice Sophia-Antipolis / /

Person

Stoyan Stoyanov / /

Position

Professor of Finance / custodian / Head / Head of Research / head of quantitative research for FinAnalytica / /

Technology

http / html / /

URL

www.bloomberg.com / http /

SocialTag