The informational content of option-implied distributions : evidence from the Eurex index and interest rate futures options market
Sascha Wilkens, Klaus Röder
| Year of publication: |
2006
|
|---|---|
| Authors: | Wilkens, Sascha ; Röder, Klaus |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 17.2006, 1, p. 50-74
|
| Subject: | Zinsderivat | Interest rate derivative | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Informationswert | Information value | Risiko | Risk | Deutschland | Germany | 1999-2000 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003381772