Market-Implied Risk-Neutral Probabilities, Actual Probabilities, Credit Risk and News
Main Author: | Shashidhar Murthy |
---|---|
Format: | Article |
Language: | English |
Published: |
Elsevier
2011-09-01
|
Series: | IIMB Management Review |
Online Access: | http://www.sciencedirect.com/science/article/pii/S0970389611000711 |
Similar Items
-
Market-implied risk-neutral probabilities, actual probabilities, credit risk and news
by: Shashidhar Murthy
Published: (2011-09-01) -
Recovering Risk-Neutral Implied Probability Distributions of the Taiwan Stock Index Options
by: WenRen Tsai, et al.
Published: (2004) -
A Study of Options Implied Risk-Neutral Probability Density Surface in Structured Products Design
by: CHEN. CHEN HUI, et al.
Published: (2006) -
A Research on Risk-Neutral Implied Probability Distribution from Taiwan Stock Index Option
by: Ya-chi Chan, et al.
Published: (2011) -
Implied Stock Index Probability Distribution and Value at Risk
by: Tsz-Ting Lu, et al.
Published: (2017)