Jump to main content

yr 〜
yr

Search results 2

Parametric Inference and Dynamic State Recovery from Option Panels

Parametric Inference and Dynamic State Recovery from Option Panels
Digital文書・図像類
Andersen, Torben G., Fusari, Nicola, Todorov, ViktorInstitute of Economic Research, Hitotsubashi University2012-12
Available onlineOther Libraries in Japan
  • Summary, etc....r time-varying risk premia of extreme eve......on between the risk premia and the level of risk. We sho...
  • Subject HeadingOption Pricing Inference Risk Premia Jumps Latent State Vector Sto...

Risk Management and Financial Derivatives:An Overview

Risk Management and Financial Derivatives:An Overview
Digital文書・図像類
McAleer, Michael, Hammoudeh, ShawkatInstitute of Economic Research, Kyoto University2012-04KIER Discussion Paper816
Available onlineOther Libraries in Japan
  • Summary, etc....it operations, risk premia in multi-national enterprises...
  • Subject Heading...edging Default Risk premia Complete markets

Reached to the end of result.

RSS