Showing 1 - 10 of 66
This paper examine differences between risk-neutral and objective probability densities of future interest rates. The identification and quantification of these differences are important when risk-neutral densities (RNDs), such as option-implied RNDs, are used as indicators of actual beliefs of...
Persistent link: https://www.econbiz.de/10009635905
Persistent link: https://www.econbiz.de/10011989614
Persistent link: https://www.econbiz.de/10011989615
Persistent link: https://www.econbiz.de/10011989616
Persistent link: https://www.econbiz.de/10011989617
Persistent link: https://www.econbiz.de/10011989618
Persistent link: https://www.econbiz.de/10011989619
Persistent link: https://www.econbiz.de/10011989621
Persistent link: https://www.econbiz.de/10011989622
Persistent link: https://www.econbiz.de/10011989623