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~institution:"Danmarks Nationalbank"
~subject:"Central bank"
~subject:"Volatilität"
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Pengepolitik i Danmark
2009
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3. udgave
Persistent link: https://www.econbiz.de/10008697683
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Beretning og regnskab / Danmarks Nationalbank
Danmarks Nationalbank
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Nachgewiesen 1946 - 1985; nachgewiesen 1997(1998) - …
Persistent link: https://www.econbiz.de/10000477432
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3
Monetary review
Danmarks Nationalbank
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1962-2013: København : [Verlag nicht ermittelbar]
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1.1962,Mai - 52.2013
Persistent link: https://www.econbiz.de/10000436282
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Monetary history of Denmark
2010
Persistent link: https://www.econbiz.de/10008746503
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Report and accounts / Danmarks Nationalbank : for the year ..
Danmarks Nationalbank
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København : Bank
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Nachgewiesen 1990(1991)-2015
Persistent link: https://www.econbiz.de/10010385945
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1990 - 2005
Abildgren, Kim
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2010
Persistent link: https://www.econbiz.de/10008747816
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Monetary review
Danmarks Nationalbank
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København : [Verlag nicht ermittelbar]
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Vol. 24, no. 4 (February 1986) [?]-vol. 55, no. 4 …
Persistent link: https://www.econbiz.de/10009542565
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Annual report
Danmarks Nationalbank
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Copenhagen : Danmarks Nationalbank
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2016-
Persistent link: https://www.econbiz.de/10012011076
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Report and accounts / Danmarks Nationalbank : for the year ...
Danmarks Nationalbank
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København : Bank
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Nachgewiesen 1945 - 1989(1990); 1996(1997) - 2011(2012)
Persistent link: https://www.econbiz.de/10000447866
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Extracting risk neutral probability densities by fitting implied volatility smiles : some methodological points and an application to the 3M Euribor futures option prices
Bødskov Andersen, Allan
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Following Shimko (1993), a large amount of research has evolved around the problem of extracting risk neutral densities from options prices by interpolating the Black-Scholes implied volatility smile. Some of the methods recently proposed use variants of the cubic spline. These methods have the...
Persistent link: https://www.econbiz.de/10001723101
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