Option-Implied Risk-Neutral Distributions and Risk Aversion

dc.contributor.authorJackwerth, Jens
dc.date.accessioned2011-03-25T09:42:28Zdeu
dc.date.available2011-03-25T09:42:28Zdeu
dc.date.issued2004deu
dc.description.abstractAnalysts are accustomed to using prices for the information they contain. A stock price, for example, can be thought of as an expected value of future cash flows. Each futures price and option price tells the analyst a bit more about the probability distribution under which those expectations should be accepted. In this Research Foundation monograph, the author describes what can and cannot be learned from option prices for applications in financial analysis and provides examples for each step so that the reader can actually apply the concepts.eng
dc.description.versionpublished
dc.format.mimetypeapplication/pdfdeu
dc.identifier.isbn0-943205-66-2deu
dc.identifier.ppn279098766deu
dc.identifier.urihttp://kops.uni-konstanz.de/handle/123456789/12067
dc.language.isoengdeu
dc.legacy.dateIssued2008deu
dc.publisherCharlotteville : Research Foundation of AIMReng
dc.rightsAttribution-NonCommercial-NoDerivs 2.0 Generic
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/2.0/
dc.subjectEquity Investmentsdeu
dc.subjectFundamental Analysis and Valuation Modelsdeu
dc.subjectDerivative Instrumentsdeu
dc.subjectEquity Derivativesdeu
dc.subjectDebt Derivativesdeu
dc.subject.ddc330deu
dc.titleOption-Implied Risk-Neutral Distributions and Risk Aversioneng
dc.typeMONOGRAPHdeu
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  year={2004},
  isbn={0-943205-66-2},
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  title={Option-Implied Risk-Neutral Distributions and Risk Aversion},
  author={Jackwerth, Jens}
}
kops.citation.iso690JACKWERTH, Jens, 2004. Option-Implied Risk-Neutral Distributions and Risk Aversion. Charlotteville : Research Foundation of AIMR. ISBN 0-943205-66-2deu
kops.citation.iso690JACKWERTH, Jens, 2004. Option-Implied Risk-Neutral Distributions and Risk Aversion. Charlotteville : Research Foundation of AIMR. ISBN 0-943205-66-2eng
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