Análisis del comportamiento predictivo de las densidades neutrales al riego implícitas en las opciones sobre el Ibex-35
Year of publication: |
2005
|
---|---|
Authors: | Alonso Sánchez, Francisco ; Blanco, Roberto ; Rubio, Gonzalo |
Published in: |
Información comercial española / Cuadernos económicos. - Madrid, ISSN 0210-2633, ZDB-ID 860787-4. - Vol. 69.2005, p. 11-32
|
Subject: | Optionspreistheorie | Option pricing theory | Aktienindex | Stock index | Spanien | Spain |
-
El modelo de Corrado y Su en el mercado de opciones sobre el futuro del IBEX-35
Serna, Gregorio, (2004)
-
IBEX-35 option pricing under alternative models
Prado Enrico, Juan Manuel, (2005)
-
Stock market reactions during different phases of the COVID-19 pandemic : cases of Italy and Spain
Keliuotyte-Staniuleniene, Greta, (2022)
- More ...
-
Option-implied preferences adjustments, density forecasts, and the equity risk premium
Alonso Sánchez, Francisco, (2009)
-
Testing the forecasting performance of IBEX 35 option-implied risk-neutral densities
Alonso Sánchez, Francisco, (2005)
-
Option-implied preferencec adjustments, density forecasts, and the equity risk premium
Alonso Sánchez, Francisco, (2006)
- More ...