Information content of implied probability distributions: empirical studies on Japanese stock price index options
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Tokyo
Institute for Monetary and Economic Studies
2001
|
| Schriftenreihe: | Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series
2001,1 |
| Schlagworte: | |
| Beschreibung: | 37 S. graph. Darst. |
Internformat
MARC
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| 100 | 1 | |a Shiratsuka, Shigenori |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Information content of implied probability distributions |b empirical studies on Japanese stock price index options |c Shigenori Shiratsuka |
| 264 | 1 | |a Tokyo |b Institute for Monetary and Economic Studies |c 2001 | |
| 300 | |a 37 S. |b graph. Darst. | ||
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| 490 | 1 | |a Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series |v 2001,1 | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Assets (Accounting) |x Prices |z Japan |x Forecasting | |
| 650 | 4 | |a Distribution (Probability theory) | |
| 650 | 4 | |a Options (Finance) |x Prices |z Japan |x Mathematical models | |
| 650 | 4 | |a Price indexes |x Mathematical models | |
| 650 | 4 | |a Stocks |x Prices |z Japan |x Mathematical models | |
| 650 | 0 | 7 | |a Optionspreis |0 (DE-588)4115453-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Aktienkurs |0 (DE-588)4141736-7 |2 gnd |9 rswk-swf |
| 651 | 7 | |a Japan |0 (DE-588)4028495-5 |2 gnd |9 rswk-swf | |
| 689 | 0 | 0 | |a Japan |0 (DE-588)4028495-5 |D g |
| 689 | 0 | 1 | |a Aktienkurs |0 (DE-588)4141736-7 |D s |
| 689 | 0 | 2 | |a Optionspreis |0 (DE-588)4115453-8 |D s |
| 689 | 0 | |5 DE-604 | |
| 830 | 0 | |a Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series |v 2001,1 |w (DE-604)BV010647223 |9 2001,1 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-009274643 | ||
Datensatz im Suchindex
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|---|---|
| any_adam_object | |
| author | Shiratsuka, Shigenori |
| author_facet | Shiratsuka, Shigenori |
| author_role | aut |
| author_sort | Shiratsuka, Shigenori |
| author_variant | s s ss |
| building | Verbundindex |
| bvnumber | BV013579924 |
| callnumber-first | H - Social Science |
| callnumber-label | HG6024 |
| callnumber-raw | HG6024.J3 |
| callnumber-search | HG6024.J3 |
| callnumber-sort | HG 46024 J3 |
| callnumber-subject | HG - Finance |
| ctrlnum | (OCoLC)45881148 (DE-599)BVBBV013579924 |
| dewey-full | 332.6322 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6322 |
| dewey-search | 332.6322 |
| dewey-sort | 3332.6322 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| geographic | Japan (DE-588)4028495-5 gnd |
| geographic_facet | Japan |
| id | DE-604.BV013579924 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:48:20Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009274643 |
| oclc_num | 45881148 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-188 |
| owner_facet | DE-355 DE-BY-UBR DE-188 |
| physical | 37 S. graph. Darst. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Institute for Monetary and Economic Studies |
| record_format | marc |
| series | Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series |
| series2 | Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series |
| spelling | Shiratsuka, Shigenori Verfasser aut Information content of implied probability distributions empirical studies on Japanese stock price index options Shigenori Shiratsuka Tokyo Institute for Monetary and Economic Studies 2001 37 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series 2001,1 Mathematisches Modell Assets (Accounting) Prices Japan Forecasting Distribution (Probability theory) Options (Finance) Prices Japan Mathematical models Price indexes Mathematical models Stocks Prices Japan Mathematical models Optionspreis (DE-588)4115453-8 gnd rswk-swf Aktienkurs (DE-588)4141736-7 gnd rswk-swf Japan (DE-588)4028495-5 gnd rswk-swf Japan (DE-588)4028495-5 g Aktienkurs (DE-588)4141736-7 s Optionspreis (DE-588)4115453-8 s DE-604 Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series 2001,1 (DE-604)BV010647223 2001,1 |
| spellingShingle | Shiratsuka, Shigenori Information content of implied probability distributions empirical studies on Japanese stock price index options Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series Mathematisches Modell Assets (Accounting) Prices Japan Forecasting Distribution (Probability theory) Options (Finance) Prices Japan Mathematical models Price indexes Mathematical models Stocks Prices Japan Mathematical models Optionspreis (DE-588)4115453-8 gnd Aktienkurs (DE-588)4141736-7 gnd |
| subject_GND | (DE-588)4115453-8 (DE-588)4141736-7 (DE-588)4028495-5 |
| title | Information content of implied probability distributions empirical studies on Japanese stock price index options |
| title_auth | Information content of implied probability distributions empirical studies on Japanese stock price index options |
| title_exact_search | Information content of implied probability distributions empirical studies on Japanese stock price index options |
| title_full | Information content of implied probability distributions empirical studies on Japanese stock price index options Shigenori Shiratsuka |
| title_fullStr | Information content of implied probability distributions empirical studies on Japanese stock price index options Shigenori Shiratsuka |
| title_full_unstemmed | Information content of implied probability distributions empirical studies on Japanese stock price index options Shigenori Shiratsuka |
| title_short | Information content of implied probability distributions |
| title_sort | information content of implied probability distributions empirical studies on japanese stock price index options |
| title_sub | empirical studies on Japanese stock price index options |
| topic | Mathematisches Modell Assets (Accounting) Prices Japan Forecasting Distribution (Probability theory) Options (Finance) Prices Japan Mathematical models Price indexes Mathematical models Stocks Prices Japan Mathematical models Optionspreis (DE-588)4115453-8 gnd Aktienkurs (DE-588)4141736-7 gnd |
| topic_facet | Mathematisches Modell Assets (Accounting) Prices Japan Forecasting Distribution (Probability theory) Options (Finance) Prices Japan Mathematical models Price indexes Mathematical models Stocks Prices Japan Mathematical models Optionspreis Aktienkurs Japan |
| volume_link | (DE-604)BV010647223 |
| work_keys_str_mv | AT shiratsukashigenori informationcontentofimpliedprobabilitydistributionsempiricalstudiesonjapanesestockpriceindexoptions |