Firm-Specific Risk-Neutral Distributions with Options and CDS
Year of publication: |
2019
|
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Authors: | Aramonte, Sirio |
Other Persons: | Jahan-Parvar, Mohammad R. (contributor) ; Rosen, Samuel (contributor) ; Schindler, John W. (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Optionsgeschäft | Option trading | Kreditderivat | Credit derivative | Optionspreistheorie | Option pricing theory | Derivat | Derivative |
Extent: | 1 Online-Ressource (55 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 14, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.2908524 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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