Getting Real Forecasts, State Price Densities and Risk Premium from Euribor Options
Year of publication: |
2013
|
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Authors: | Ivanova, Vesela |
Other Persons: | Puigvert Gutierrez, Josep Maria (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Optionsgeschäft | Option trading |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 14, 2013 erstellt Volltext nicht verfügbar |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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