Anatomy of a meltdown : the risk neutral density for the S&P 500 in the fall of 2008
Justin Birru; Stephen Figlewski
| Year of publication: |
2012
|
|---|---|
| Authors: | Birru, Justin ; Figlewski, Stephen |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 15.2012, 2, p. 151-180
|
| Subject: | Risk neutral density | Implied probabilities | Stock index options | 2008 financial crisis | Optionspreistheorie | Option pricing theory | Finanzkrise | Financial crisis | Statistische Verteilung | Statistical distribution | Risikoneutralität | Risk neutrality | Aktienindex | Stock index | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory | Volatilität | Volatility |
| 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/10009614494