Relative option prices and risk-neutral skew as predictors of index returns
Year of publication: |
2013
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Authors: | Ratcliff, Ryan |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 21.2013, 2, p. 89-105
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Subject: | Optionspreistheorie | Option pricing theory | Aktienindex | Stock index | Volatilität | Volatility | Kapitaleinkommen | Capital income | Index-Futures | Index futures | Optionsgeschäft | Option trading |
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