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ECONIS (ZBW)
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BASE
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date (oldest first)
1
Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity
Monteiro, Ana Margarida
;
Tütüncü, Reha H.
;
Vicente, …
- In:
European journal of operational research : EJOR
187
(
2008
)
2
,
pp. 525-542
Persistent link: https://www.econbiz.de/10003769344
Saved in:
2
Inflation derivatives under inflation target regimes
Avriel, Mordecai
;
Hilscher, Jens
;
Raviv, Alon
-
2012
Persistent link: https://www.econbiz.de/10009782950
Saved in:
3
Essays in asset pricing and macroeconomics
Bikbov, Ruslan
-
2006
Persistent link: https://www.econbiz.de/10009273658
Saved in:
4
General equilibrium pricing of CPI derivatives
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of banking & finance
29
(
2005
)
5
,
pp. 1265-1294
Persistent link: https://www.econbiz.de/10002628958
Saved in:
5
Pricing Interest Rate Derivatives Under Monetary Policy Changes
Genaro, Alan
-
2013
overnight interest rate
derivative
market which is used by market participants to bet on future monetary decisions …
Persistent link: https://www.econbiz.de/10013091162
Saved in:
6
The Information Content of Derivatives for Monetary Policy : Implied Volatilities and Probabilities
Neuhaus, Holger
-
2016
Persistent link: https://www.econbiz.de/10012990948
Saved in:
7
Discretely distributed scheduled jumps and interest rate derivatives : pricing in the context of central bank actions
Silva, Allan Jonathan da
;
Baczynski, Jack
- In:
Economies : open access journal
12
(
2024
)
3
,
pp. 1-29
for fast and efficient interest rate
derivative
pricing. Our methodology incorporates this method. The results obtained in …
Persistent link: https://www.econbiz.de/10014501143
Saved in:
8
Implied risk-neutral probability density functions from option prices : theory and application
Bahra, Bhupinder
-
1997
Persistent link: https://www.econbiz.de/10000654569
Saved in:
9
Market-based measures of monetary policy expectations
Gürkaynak, Refet S.
(
contributor
);
Sack, Brian
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003416330
Saved in:
10
Market-based measures of monetary policy expectations
Gürkaynak, Refet S.
;
Sack, Brian
;
Swanson, Eric T.
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
2
,
pp. 201-212
Persistent link: https://www.econbiz.de/10003463638
Saved in:
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