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Search: subject:"risk neutral density"
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Subject
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Optionspreistheorie
53
Option pricing theory
49
Statistische Verteilung
42
Statistical distribution
37
Risk-neutral density
35
risk-neutral density
26
Volatilität
24
risk neutral density
24
Volatility
23
Option trading
19
Optionsgeschäft
19
Risk neutral density
18
Schätzung
16
Estimation
12
Nichtparametrisches Verfahren
12
Börsenkurs
11
Risiko
11
Theorie
11
Risk
10
Risk Neutral Density
10
Nonparametric statistics
9
Option pricing
9
Schätztheorie
9
Share price
9
Prognoseverfahren
8
Risikoaversion
8
Stochastic process
8
Stochastischer Prozess
8
option pricing
8
Derivat
7
Derivative
7
Estimation theory
7
Event study
7
Geldpolitik
7
Monetary policy
7
Tail risk
7
Aktienoption
6
Cross Entropy
6
Finanzkrise
6
Option Implied Probability of Default
6
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Online availability
All
Free
66
Undetermined
44
Type of publication
All
Article
67
Book / Working Paper
62
Other
2
Type of publication (narrower categories)
All
Article in journal
45
Aufsatz in Zeitschrift
45
Working Paper
28
Graue Literatur
12
Non-commercial literature
12
Arbeitspapier
11
Article
3
Aufsatz im Buch
2
Book section
2
research-article
1
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Language
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English
95
Undetermined
34
German
2
Turkish
1
Author
All
Vilsmeier, Johannes
11
Härdle, Wolfgang Karl
6
Bondarenko, Oleg
5
Glatzer, Ernst
5
Grith, Maria
5
Krätschmer, Volker
5
Scheicher, Martin
5
Drimus, Gabriel
4
Matros, Philipp
4
Serrano, Pedro
4
Vaello-Sebastià, Antoni
4
Audrino, Francesco
3
Craig, Ben R.
3
Değerli, Ahmet
3
Farkas, Walter
3
Fendoğlu, Salih
3
Giacomini, Enzo
3
Huitema, Robert
3
Härdle, Wolfgang
3
Keller, Joachim
3
Leccadito, Arturo
3
Ludwig, Markus
3
Marins, Jaqueline Terra Moura
3
Necula, Ciprian
3
Oosterlee, Cornelis Willebrordus
3
Ornelas, José Renato Haas
3
Vicente, José Valentim Machado
3
Alonso Álvarez, Irma
2
Alonso, Irma
2
Barletta, Andre
2
Birru, Justin
2
Coutant, Sophie
2
Csávás, Csaba
2
Cuaresma, Jesús Crespo
2
Fabozzi, Frank J.
2
Figlewski, Stephen
2
Giacomini, Raffaella
2
Gottschling, Andreas
2
Haefke, Christian
2
Jondeau, E.
2
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Institution
All
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
4
Deutsche Bundesbank
3
Université Paris-Dauphine (Paris IX)
3
Banque de France
2
C.E.P.R. Discussion Papers
2
Henley Business School, University of Reading
2
Türkiye Cumhuriyet Merkez Bankası
2
Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
2
Banca d'Italia
1
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
1
Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
1
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
1
European Central Bank
1
Institut ekonomických studií, Univerzita Karlova v Praze
1
International Association of Agricultural Economists - IAAE
1
Magyar Nemzeti Bank (MNB)
1
Regional and International Economic Development Group, Management School
1
School of Economics and Management, University of Aarhus
1
School of Economics and Political Science, Universität St. Gallen
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Wirtschaftswissenschaftliche Fakultät, Universität Regensburg
1
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Published in...
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SFB 649 Discussion Paper
5
SFB 649 Discussion Papers
4
Economics Papers from University Paris Dauphine
3
Review of derivatives research
3
BGPE Discussion Paper
2
Bundesbank Discussion Paper
2
CEPR Discussion Papers
2
Discussion Papers / Deutsche Bundesbank
2
Finance research letters
2
ICMA Centre Discussion Papers in Finance
2
Journal of Economic Dynamics and Control
2
Journal of econometrics
2
Journal of economic dynamics & control
2
MNB Working Papers
2
Quantitative finance
2
Research paper series / Swiss Finance Institute
2
Risks
2
Risks : open access journal
2
Série de trabalhos para discussão
2
The North American journal of economics and finance : a journal of financial economics studies
2
Working Paper
2
Working Papers / Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
2
Working paper / Türkiye Cumhuriyet Merkez Bankası
2
Working papers / Banque de France
2
2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil
1
AStA Advances in Statistical Analysis
1
Annals of Financial Economics (AFE)
1
Annals of financial economics
1
Applied economics
1
Applied mathematical finance
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
CREATES Research Papers
1
Computational economics
1
Danmarks Nationalbank Working Papers
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion Paper Series 1
1
Discussion Paper Series 1: Economic Studies
1
Discussion paper
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
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Source
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ECONIS (ZBW)
59
RePEc
49
EconStor
20
BASE
2
Other ZBW resources
1
Showing
21
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131
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21
The impact of COVID-19 on tail risk : evidence from Nifty index options
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
;
Virmani, …
- In:
Economics letters
204
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607446
Saved in:
22
Measuring investors’ risk aversion in China’s stock market
Bian, Timothy Yang
;
Wang, Tianyi
;
Zhou, Zipeng
- In:
Finance research letters
42
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014580420
Saved in:
23
Do central bank actions reduce interest rate volatility?
Marins, Jaqueline Terra Moura
;
Vicente, José Valentim …
-
2017
Persistent link: https://www.econbiz.de/10011944956
Saved in:
24
Does the Ross recovery theorem work empirically?
Jackwerth, Jens Carsten
;
Menner, Marco
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 723-739
Persistent link: https://www.econbiz.de/10012588349
Saved in:
25
Retrieving the implicit
risk
neutral
density
of WTI options with a semi-nonparametric approach
Cortés, Lina M.
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012666975
Saved in:
26
Implied risk aversion and pricing kernel in the FTSE 100 index
Liao, Wen Ju
;
Sung, Hao-Chang
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012667184
Saved in:
27
Conditional
risk-neutral
density
from option prices by local polynomial Kernel smoothing with no-arbitrage constraints
Monteiro, Ana M.
;
Santos, Antonio A. F.
- In:
Review of derivatives research
23
(
2020
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10012229782
Saved in:
28
Option-implied information : what’s the vol surface got to do with it?
Ulrich, Maxim
;
Walther, Simon
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 323-355
Persistent link: https://www.econbiz.de/10012303253
Saved in:
29
Risk-neutral densities : advanced methods of estimating nonnormal options underlying asset prices and returns
Santos, André
;
Guerra, João
- In:
The journal of risk model validation
14
(
2020
)
2
,
pp. 41-64
Persistent link: https://www.econbiz.de/10014335959
Saved in:
30
The forecast ability of option-implied densities from emerging markets currencies
Ornelas, José Renato Haas
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
1
,
pp. 133-153
Persistent link: https://www.econbiz.de/10011538981
Saved in:
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