Option-implied probabilities and bond valuation
Ayush Jha, Ali Jaffri, Svetlozar T. Rachev, and Frank J. Fabozzi
| Year of publication: |
2026
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|---|---|
| Authors: | Jha, Ayush ; Jaffri, Ali ; Račev, Svetlozar T. ; Fabozzi, Frank J. |
| Published in: |
The journal of fixed income : JFI. - London : IPR Journals, ISSN 2168-8648, ZDB-ID 2048685-6. - Vol. 35.2026, 3, p. 6-17
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| Subject: | Anleihe | Bond | Optionspreistheorie | Option pricing theory | Finanzanalyse | Financial analysis | Wahrscheinlichkeitsrechnung | Probability theory | Schätzung | Estimation | Optionsgeschäft | Option trading | Unternehmensanleihe | Corporate bond | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jfi.2025.1.218 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015650603