Option-Implied Risk-Neutral Distributions and Risk Aversion

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JACKWERTH, Jens Carsten, 2004. Option-Implied Risk-Neutral Distributions and Risk Aversion. Charlotteville : Research Foundation of AIMR. ISBN 0-943205-66-2

@book{Jackwerth2004Optio-12067, isbn={0-943205-66-2}, publisher={Charlotteville : Research Foundation of AIMR}, title={Option-Implied Risk-Neutral Distributions and Risk Aversion}, year={2004}, author={Jackwerth, Jens Carsten} }

<rdf:RDF xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:bibo="http://purl.org/ontology/bibo/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:dcterms="http://purl.org/dc/terms/" xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > <rdf:Description rdf:about="https://kops.uni-konstanz.de/rdf/resource/123456789/12067"> <dc:language>eng</dc:language> <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2011-03-25T09:42:28Z</dc:date> <dcterms:title>Option-Implied Risk-Neutral Distributions and Risk Aversion</dcterms:title> <bibo:issn>0-943205-66-2</bibo:issn> <dcterms:issued>2004</dcterms:issued> <dc:format>application/pdf</dc:format> <dcterms:rights rdf:resource="https://creativecommons.org/licenses/by-nc-nd/2.0/legalcode"/> <bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/12067"/> <dc:rights>deposit-license</dc:rights> <dc:contributor>Jackwerth, Jens Carsten</dc:contributor> <dc:publisher>Charlotteville : Research Foundation of AIMR</dc:publisher> <dc:creator>Jackwerth, Jens Carsten</dc:creator> <dcterms:abstract xml:lang="eng">Analysts 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.</dcterms:abstract> <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2011-03-25T09:42:28Z</dcterms:available> </rdf:Description> </rdf:RDF>

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