Interpreting the volatility smile : an examination of the information content of option prices

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Material Type: 図書
ISBN: 9781288731152
Title: Interpreting the volatility smile : an examination of the information content of option prices
Author/Editor: Steven A. Weinberg
Author Heading: Weinberg, Steven A.
Publication, Distribution, etc.: Bibliogov
Publication Date: [2013]
Publication Date (W3CDTF): 2013
Size: 30 cm
Place of Publication (Country Code): us
Text Language Code: en
Subject Heading: Foreign exchange
Capital assets pricing model
Probability density functions
Target Audience: 一般
Note (General): References: p. 28-30
Related Material: International finance discussion papers
https://cir.nii.ac.jp/crid/1130000794264011136
Related Material (URI): https://ci.nii.ac.jp/ncid/BB20004752#entity
Periodical Title: International finance discussion papers
https://cir.nii.ac.jp/crid/1130000794264011136
Data Provider (Database): 国立情報学研究所 : CiNii Research
Original Data Provider (Database): CiNii Books
https://ci.nii.ac.jp/books
NCID: https://ci.nii.ac.jp/ncid/BB20004752 : BB20004752