A quantitative mirror on the Euribor market using implied probability density functions
Josep Maria Puigvert-Gutiérrez and Rupert de Vincent-Humphreys
| Year of publication: |
2012
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|---|---|
| Authors: | Puigvert-Gutiérrez, Josep Maria ; De Vincent-Humphreys, Rupert |
| Published in: |
Eurasian economic review : a journal of the Eurasia Business and Economics Society. - İstanbul : [Verlag nicht ermittelbar], ISSN 1309-422X, ZDB-ID 2761001-9. - Vol. 2.2012, 1, p. 1-31
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| Subject: | Financial Market | Probability Density Functions | Options | Financial Crisis | Finanzmarkt | Financial market | Optionspreistheorie | Option pricing theory | Finanzkrise | Financial crisis | Optionsgeschäft | Option trading | Wahrscheinlichkeitsrechnung | Probability theory | Volatilität | Volatility | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010340001