- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Dimensions
-
30 cm
- Extent
-
38 S.
- Language
-
Englisch
- Notes
-
graph. Darst.
- Bibliographic citation
-
Working paper series / Europäische Zentralbank ; No. 212
- Keyword
-
Aktienmarkt
Optionspreistheorie
Aktienindex
Volatilität
Risikoverhalten
:z Geschichte 1995-2001
Deutschland
- Event
-
Veröffentlichung
- (where)
-
Frankfurt am Main
- (who)
-
Europ. Central Bank
- (when)
-
2003
- Creator
- Table of contents
- Rights
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Last update
-
11.03.2025, 12:22 PM CET
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Glatzer, Ernst
- Scheicher, Martin
- Europ. Central Bank
Time of origin
- 2003
Other Objects (12)
Modelling the implied probability of stock market movements
Estimating and analysing currency options implied risk neutral density functions for the largest new EU member states
Extracting risk neutral probability densities by fitting implied volatility smiles : some methodological points and an application to the 3M euribor futures option prices
Do options implied RND functions on G3 currencies move around the times of interventions on the JPY/USD exchange rate?
Macroeconomic modelling of monetary policy
Modelling inflation in the Euro area
Interpreting implied risk neutral densities : the role of risk premia
Payment and securities settlement systems in the European Union, Addendum.. Incorporating 2003 figures
Payment and securities settlement systems in the accession countries, Addendum.. Incorporating 2003 figures
Payment and securities settlement systems in the European Union, Addendum.. Incorporating 2001 figures
Payment and securities settlement systems in the European Union, [Hauptbd.].
The European Central Bank
Modelling the implied probability of stock market movements
Estimating and analysing currency options implied risk neutral density functions for the largest new EU member states
Extracting risk neutral probability densities by fitting implied volatility smiles : some methodological points and an application to the 3M euribor futures option prices
Do options implied RND functions on G3 currencies move around the times of interventions on the JPY/USD exchange rate?
Macroeconomic modelling of monetary policy
Modelling inflation in the Euro area
Interpreting implied risk neutral densities : the role of risk premia
Payment and securities settlement systems in the European Union, Addendum.. Incorporating 2003 figures
Payment and securities settlement systems in the accession countries, Addendum.. Incorporating 2003 figures
Payment and securities settlement systems in the European Union, Addendum.. Incorporating 2001 figures
Payment and securities settlement systems in the European Union, [Hauptbd.].
The European Central Bank
Modelling the implied probability of stock market movements
Estimating and analysing currency options implied risk neutral density functions for the largest new EU member states
Extracting risk neutral probability densities by fitting implied volatility smiles : some methodological points and an application to the 3M euribor futures option prices
Do options implied RND functions on G3 currencies move around the times of interventions on the JPY/USD exchange rate?
Macroeconomic modelling of monetary policy
Modelling inflation in the Euro area
Interpreting implied risk neutral densities : the role of risk premia
Payment and securities settlement systems in the European Union, Addendum.. Incorporating 2003 figures
Payment and securities settlement systems in the accession countries, Addendum.. Incorporating 2003 figures
Payment and securities settlement systems in the European Union, Addendum.. Incorporating 2001 figures
Payment and securities settlement systems in the European Union, [Hauptbd.].