Managing investment and liquidity risks for derivatives within a market impact perspective
The recent period has experienced many instances when market volatility suddenly increased even when there were no well-known fundamental catalysts, as illustrated by the short-lived but sharp transitions from low volatility to high volatility, as many in the last six years as we have had in the pri...
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| Format: | Article |
| Language: | English |
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LLC "CPC "Business Perspectives"
2017-12-01
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| Series: | Insurance Markets and Companies |
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| Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/9894/IMC_2017_01_Kalife.pdf |