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1
Implied risk-neutral probability density functions from option prices : theory and application
Bahra, Bhupinder
-
1997
Persistent link: https://www.econbiz.de/10000654569
Saved in:
2
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:
3
Implied risk-neutral probability density functions from option prices : a central bank perspective
Bahra, Bhupinder
- In:
Forecasting volatility in the financial markets
,
(pp. 201-226)
.
2007
Persistent link: https://www.econbiz.de/10003872919
Saved in:
4
Znaczenie procentowych instrumentów pochodnych rynku pieniężnego w polityce banku centralnego
Dziwok, Ewa
-
2009
Persistent link: https://www.econbiz.de/10008651957
Saved in:
5
The Information Content of Derivatives for Monetary Policy : Implied Volatilities and Probabilities
Neuhaus, Holger
-
2016
Persistent link: https://www.econbiz.de/10012990948
Saved in:
6
Extracting market expectations from option prices : two case studies in market perceptions of the ECB's monetary policy 1999/2000
Mandler, Martin
- In:
Swiss journal of economics and statistics
138
(
2002
)
2
,
pp. 165-189
Persistent link: https://www.econbiz.de/10001916701
Saved in:
7
The eurozone (expected) inflation : an option's eyes view
Gimeno, Ricardo
;
Ibáñez, Alfredo
- In:
Journal of international money and finance
86
(
2018
),
pp. 70-92
Persistent link: https://www.econbiz.de/10012000473
Saved in:
8
The eurozone (expected) inflation : an option's eyes view
Gimeno, Ricardo
;
Ibáñez, Alfredo
-
2017
Persistent link: https://www.econbiz.de/10011784414
Saved in:
9
Options embedded in ECB targeted refinancing operations
Renne, Jean-Paul
-
2014
Persistent link: https://www.econbiz.de/10010439788
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10
Währungspolitik und Kapitalmarkt : Festkolloquium aus Anlaß des 70. Geburtstages von Professor Dr. Karl Häuser
Häuser, Karl
-
1991
-
1. Aufl
Persistent link: https://www.econbiz.de/10000809303
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