Smiles, skews, implied distributions and market expectations from option prices: the case of the american equity options
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Perth
Curtin Univ.
2000
|
| Schriftenreihe: | Working paper series / School of Economics and Finance
00,37 |
| Beschreibung: | XI, 39 S. |
| ISBN: | 1863429956 |
Internformat
MARC
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| 100 | 1 | |a Allen, Aidan |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Smiles, skews, implied distributions and market expectations from option prices |b the case of the american equity options |c by Aidan Allen and Lakshman Alles |
| 264 | 1 | |a Perth |b Curtin Univ. |c 2000 | |
| 300 | |a XI, 39 S. | ||
| 336 | |b txt |2 rdacontent | ||
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| 490 | 1 | |a Working paper series / School of Economics and Finance |v 00,37 | |
| 700 | 1 | |a Alles, Lakshman A. |e Verfasser |4 aut | |
| 810 | 2 | |a School of Economics and Finance |t Working paper series |v 00,37 |w (DE-604)BV024382285 |9 00,37 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-018458575 | ||
Datensatz im Suchindex
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| any_adam_object | |
| author | Allen, Aidan Alles, Lakshman A. |
| author_facet | Allen, Aidan Alles, Lakshman A. |
| author_role | aut aut |
| author_sort | Allen, Aidan |
| author_variant | a a aa l a a la laa |
| building | Verbundindex |
| bvnumber | BV024482956 |
| ctrlnum | (OCoLC)916564737 (DE-599)BVBBV024482956 |
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| id | DE-604.BV024482956 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T22:00:33Z |
| institution | BVB |
| isbn | 1863429956 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018458575 |
| oclc_num | 916564737 |
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| owner_facet | DE-83 |
| physical | XI, 39 S. |
| publishDate | 2000 |
| publishDateSearch | 2000 |
| publishDateSort | 2000 |
| publisher | Curtin Univ. |
| record_format | marc |
| series2 | Working paper series / School of Economics and Finance |
| spelling | Allen, Aidan Verfasser aut Smiles, skews, implied distributions and market expectations from option prices the case of the american equity options by Aidan Allen and Lakshman Alles Perth Curtin Univ. 2000 XI, 39 S. txt rdacontent n rdamedia nc rdacarrier Working paper series / School of Economics and Finance 00,37 Alles, Lakshman A. Verfasser aut School of Economics and Finance Working paper series 00,37 (DE-604)BV024382285 00,37 |
| spellingShingle | Allen, Aidan Alles, Lakshman A. Smiles, skews, implied distributions and market expectations from option prices the case of the american equity options |
| title | Smiles, skews, implied distributions and market expectations from option prices the case of the american equity options |
| title_auth | Smiles, skews, implied distributions and market expectations from option prices the case of the american equity options |
| title_exact_search | Smiles, skews, implied distributions and market expectations from option prices the case of the american equity options |
| title_full | Smiles, skews, implied distributions and market expectations from option prices the case of the american equity options by Aidan Allen and Lakshman Alles |
| title_fullStr | Smiles, skews, implied distributions and market expectations from option prices the case of the american equity options by Aidan Allen and Lakshman Alles |
| title_full_unstemmed | Smiles, skews, implied distributions and market expectations from option prices the case of the american equity options by Aidan Allen and Lakshman Alles |
| title_short | Smiles, skews, implied distributions and market expectations from option prices |
| title_sort | smiles skews implied distributions and market expectations from option prices the case of the american equity options |
| title_sub | the case of the american equity options |
| volume_link | (DE-604)BV024382285 |
| work_keys_str_mv | AT allenaidan smilesskewsimplieddistributionsandmarketexpectationsfromoptionpricesthecaseoftheamericanequityoptions AT alleslakshmana smilesskewsimplieddistributionsandmarketexpectationsfromoptionpricesthecaseoftheamericanequityoptions |