//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Arbeitspapier"
~isPartOf:"Working paper series / European Central Bank ; Eurosystem"
~subject:"Credit derivative"
~subject:"Option pricing theory"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk neutrality"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Credit derivative
Option pricing theory
Volatilität
Risikoneutralität
3
Risk neutrality
3
Deutschland
2
Germany
2
Optionspreistheorie
2
Theorie
2
Theory
2
Volatility
2
1995-2001
1
Aktienindex
1
Aktienmarkt
1
Derivat
1
Derivative
1
Interest rate derivative
1
Risikoprämie
1
Risk premium
1
Stock index
1
Stock market
1
Yield curve
1
Zinsderivat
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Andersen, Allan Bødskov
1
Bødskov Andersen, Allan
1
Glatzer, Ernst
1
Scheicher, Martin
1
Wagener, Tom
1
Published in...
All
Working paper series / European Central Bank ; Eurosystem
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Danmarks Nationalbank working papers
1
Discussion papers in economics
1
Melbourne Institute working paper series
1
SFB 649 discussion paper
1
Working paper / National Bank of Belgium
1
Working paper / National Bank of Belgium / National Bank of Belgium
1
Working paper series / European Central Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling the implied probability of stock market movements
Glatzer, Ernst
-
2003
Persistent link: https://www.econbiz.de/10013434536
Saved in:
2
Extracting risk neutral probability densities by fitting implied volatility smiles : some methodological points and an application to the 3M Euribor futures option prices
Andersen, Allan Bødskov
-
2002
Persistent link: https://www.econbiz.de/10013434524
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->