The informational content of option-implied distributions : evidence from the Eurex index and interest rate futures options market
Year of publication: |
2006
|
---|---|
Authors: | Wilkens, Sascha ; Röder, Klaus |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 17.2006, 1, p. 50-74
|
Subject: | Zinsderivat | Interest rate derivative | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Informationswert | Information value | Risiko | Risk | Deutschland | Germany | 1999-2000 |
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