Option prices under Bayesian learning: implied volatility dynamics and predictive densities
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London
CEPR
2001
|
| Schriftenreihe: | Discussion paper / Centre for Economic Policy Research
3005 : Financial economics |
| Schlagworte: | |
| Beschreibung: | 57 S. graph. Darst. |
Internformat
MARC
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| 245 | 1 | 0 | |a Option prices under Bayesian learning |b implied volatility dynamics and predictive densities |c Massimo Guidolin ; Allan Timmermann |
| 264 | 1 | |a London |b CEPR |c 2001 | |
| 300 | |a 57 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
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| 490 | 1 | |a Discussion paper / Centre for Economic Policy Research |v 3005 : Financial economics | |
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| 650 | 4 | |a Mercados financieros - Modelos econométricos | |
| 650 | 4 | |a Precios - Modelos econométricos | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Options (Finance) |x Prices |x Mathematical models | |
| 700 | 1 | |a Timmermann, Allan |d 1964- |e Verfasser |0 (DE-588)124799965 |4 aut | |
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Datensatz im Suchindex
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| author | Guidolin, Massimo 1968- Timmermann, Allan 1964- |
| author_GND | (DE-588)129674087 (DE-588)124799965 |
| author_facet | Guidolin, Massimo 1968- Timmermann, Allan 1964- |
| author_role | aut aut |
| author_sort | Guidolin, Massimo 1968- |
| author_variant | m g mg a t at |
| building | Verbundindex |
| bvnumber | BV014218749 |
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| ctrlnum | (OCoLC)48614167 (DE-599)BVBBV014218749 |
| dewey-full | 338.082 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 338 - Production |
| dewey-raw | 338.082 |
| dewey-search | 338.082 |
| dewey-sort | 3338.082 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV014218749 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:59:49Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009748920 |
| oclc_num | 48614167 |
| open_access_boolean | |
| owner | DE-473 DE-BY-UBG DE-521 |
| owner_facet | DE-473 DE-BY-UBG DE-521 |
| physical | 57 S. graph. Darst. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | CEPR |
| record_format | marc |
| series2 | Discussion paper / Centre for Economic Policy Research |
| spelling | Guidolin, Massimo 1968- Verfasser (DE-588)129674087 aut Option prices under Bayesian learning implied volatility dynamics and predictive densities Massimo Guidolin ; Allan Timmermann London CEPR 2001 57 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Centre for Economic Policy Research 3005 : Financial economics Control de precios - Modelos econométricos Mercados financieros - Modelos econométricos Precios - Modelos econométricos Mathematisches Modell Options (Finance) Prices Mathematical models Timmermann, Allan 1964- Verfasser (DE-588)124799965 aut Erscheint auch als Online-Ausgabe Centre for Economic Policy Research Discussion paper 3005 : Financial economics (DE-604)BV023545932 3005 |
| spellingShingle | Guidolin, Massimo 1968- Timmermann, Allan 1964- Option prices under Bayesian learning implied volatility dynamics and predictive densities Control de precios - Modelos econométricos Mercados financieros - Modelos econométricos Precios - Modelos econométricos Mathematisches Modell Options (Finance) Prices Mathematical models |
| title | Option prices under Bayesian learning implied volatility dynamics and predictive densities |
| title_auth | Option prices under Bayesian learning implied volatility dynamics and predictive densities |
| title_exact_search | Option prices under Bayesian learning implied volatility dynamics and predictive densities |
| title_full | Option prices under Bayesian learning implied volatility dynamics and predictive densities Massimo Guidolin ; Allan Timmermann |
| title_fullStr | Option prices under Bayesian learning implied volatility dynamics and predictive densities Massimo Guidolin ; Allan Timmermann |
| title_full_unstemmed | Option prices under Bayesian learning implied volatility dynamics and predictive densities Massimo Guidolin ; Allan Timmermann |
| title_short | Option prices under Bayesian learning |
| title_sort | option prices under bayesian learning implied volatility dynamics and predictive densities |
| title_sub | implied volatility dynamics and predictive densities |
| topic | Control de precios - Modelos econométricos Mercados financieros - Modelos econométricos Precios - Modelos econométricos Mathematisches Modell Options (Finance) Prices Mathematical models |
| topic_facet | Control de precios - Modelos econométricos Mercados financieros - Modelos econométricos Precios - Modelos econométricos Mathematisches Modell Options (Finance) Prices Mathematical models |
| volume_link | (DE-604)BV023545932 |
| work_keys_str_mv | AT guidolinmassimo optionpricesunderbayesianlearningimpliedvolatilitydynamicsandpredictivedensities AT timmermannallan optionpricesunderbayesianlearningimpliedvolatilitydynamicsandpredictivedensities |