Research and publications
Using the right implied volatility quotes in times of low interest rates: An empirical analysis across different currencies
Finance Research Letters, Volume 25, June 2018, Pages 196-201
Author(s):
Jinal Patel
Consultant
Vincenzo Russo
Head of Unit - Group Risk Management, Generali, Milan, Italy
Frank J. Fabozzi
EDHEC Business School
| Type: | Academic publication |
|---|---|
| Date: | le 01/06/2018 |
| Research Cluster : | Finance |
| Source : | Finance Research Letters |
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About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 10 European business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.
