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Performancemessung von Optionsportfolios und deren Anwendung zur Margenschätzung bei strukturierten Finanzprodukten

Wessels, Sebastian - 2021

Persistent link: https://www.econbiz.de/10012584118

Options-implied probability density functions for real interest rates

Wright, Jonathan H. - In: International journal of central banking : IJCB 12 (2016) 3, pp. 129-149

Persistent link: https://www.econbiz.de/10011577880

Discussion of "options-implied probability density functions for real interest rates"

Swanson, Eric T. - In: International journal of central banking : IJCB 12 (2016) 3, pp. 151-159

Persistent link: https://www.econbiz.de/10011577892

Recent developments in quantitative finance : an overview

Chang, Chia-Lin; Hu, Shing-yang; Yu, Shihti - In: Annals of financial economics 9 (2014) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10010489125

Nonparametric Finance.

Klemelä, Jussi - 2018

Indexes -- 2.1.1.3 Examples of Stock Indexes -- 2.1.2 Stock Prices and Returns -- 2.1.2.1 Initial Price Data -- 2 … Options -- 2.3.2.3 Exotic Options -- 2.4 Data Sets -- 2.4.1 Daily S&P 500 Data -- 2.4.2 Daily S&P 500 and Nasdaqâ 100 Data … -- 2.4.3 Monthly S&P 500, Bond, and Bill Data -- 2.4.4 Daily US Treasury 10 Year Bond Data -- 2.4.5 Daily S&P 500 …