Bibliographie

Créé le

06.06.2017

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Mis à jour le

09.06.2017

Guobuzaite R. & Martellini L. (2012), The Benefits of Volatility Derivatives in Equity Portfolio Management, EDHEC Publication.

Hull J. (1988), Options, Futures and Other Derivatives, 8e Edition (2011), Pearson Education Inc., p 318.

Natenberg S. (2014), Option Volatility & Pricing – Advanced Trading Strategies and Techniques, chap. 14, pp. 275-469.

Polinsky R.J. & al. (1980), The Adrenal Medullary Response to Hypoglycemia in Patients with Orthostatic Hypotension, Journal of Clinical Endocrinology and Metabolism n° 6, vol. 51.

Richter S.D. & al. (1996), Time Kinetics of the Endocrine Response to Acute Psychological Stress, Journal of Clinical Endocrinology and Metabolism n° 5, vol. 81.

Wortsman J. & al. (1984), Adrenomedullary Response to Maximal Stress in Humans, The American Journal of Medicine, vol. 77.

 

Sites internet et recherche bancaire

Chicago Board Options Exchange : http://www.cboe.com

Dictionnaire médical de l’Académie nationale de médecine : http://dictionnaire.academie-medecine.fr.

BNP Paribas (2012), Volatility – An Asset Class in Portfolio Management, avril.

À retrouver dans la revue
Banque et Stratégie Nº359