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Management science : journal of the Institute for Operations Research and the Management Sciences

Institute of Management Sciences; Institute for … - Hanover, Md : INFORMS; anfangs: Baltimore, Md; früher: …; … - 1.1954/55 - 10.1963/64; 22.1975/76 -

Persistent link: https://www.econbiz.de/10008376405

International journal of management concepts and philosophy : IJMCP

Olney, Bucks : Inderscience Enterprises - 1.2004/05 -

Persistent link: https://www.econbiz.de/10008379980

Australian journal of management

Australian Graduate School of Management, Sydney - Los Angeles, Calif. [u.a.] : Sage; anfangs: Kensington, NSW; … - 1.1976 -

Persistent link: https://www.econbiz.de/10008331477

Management science letters

Waterloo, Ont : Growing Science - 1.2011 -

Persistent link: https://www.econbiz.de/10009263849

Interpreting implied risk-neutral densities

Hördahl, Peter; Vestin, David - 2003

This paper examine differences between risk-neutral and objective probability densities of future interest rates. The identification and quantification of these differences are important when risk-neutral densities (RNDs), such as option-implied RNDs, are used as indicators of actual beliefs of...

Persistent link: https://www.econbiz.de/10009635905