المؤلفون: Curto, Filipa Madeira Lopes Esteves

المساهمون: Luís, Jorge de Jesus, Figueiredo, Miguel, Repositório da Universidade de Lisboa

مصطلحات موضوعية: opções de petróleo, função densidade de probabilidade risk-neutral, função densidade de probabilidade subjetiva, aversão ao risco, oil options, risk-neutral probability density function, subjective probability density function, risk aversion

وصف الملف: application/pdf

Relation: Curto, Filipa Madeira Lopes Esteves (2020). "Estimação da aversão ao risco através do cálculo da função densidade de probabilidade subjetiva para o caso das opções do petróleo". Dissertação de Mestrado. Universidade de Lisboa. Instituto Superior de Economia e Gestão.

الاتاحة: http://hdl.handle.net/10400.5/20856

المؤلفون: Sheri Markose, Amadeo Alentorn

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.essex.ac.uk/ccfea/research/WorkingPapers/2006/001_Markose_Alentorn__GEV.pdf.

مصطلحات موضوعية: Generalized Extreme Value Distribution, Risk neutral probability density function, Implied Tail Index, Option Pricing Model, Fat Tails

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.399.9085; http://www.essex.ac.uk/ccfea/research/WorkingPapers/2006/001_Markose_Alentorn__GEV.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.399.9085
http://www.essex.ac.uk/ccfea/research/WorkingPapers/2006/001_Markose_Alentorn__GEV.pdf

المؤلفون: Krejčí, Kateřina

المساهمون: Málek, Jiří, Diviš, Martin

مصطلحات موضوعية: implikovaná volatilita, implied volatility, option, polynomická regrese, interpolace, polynomial regression, risk-neutral probability density function, smoothing spline, opce, rizikově neutrální pravděpodobnostní hustota, interpolation

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od______2186::2b95e85e4694d718be801793c36b883c
http://www.nusl.cz/ntk/nusl-361334

المؤلفون: Kang B.J., Kim T.S. Kim, Tong Suk

مصطلحات موضوعية: Risk aversion, Pricing kernel, Risk-neutral probability density function, stat, manag

Relation: http://hdl.handle.net/10203/3759

الاتاحة: http://hdl.handle.net/10203/3759

المؤلفون: Kang, BJ, Kim, TS Kim, Tong Suk

مصطلحات موضوعية: Implied risk aversion, Risk neutral probability density function, HARA utility function, Log plus power utility function, Linear plus exponential utility function, FTSE 100 index option, stat, manag

Relation: http://hdl.handle.net/10203/3756

الاتاحة: http://hdl.handle.net/10203/3756

المؤلفون: 강선영

المساهمون: 오형식, 산업공학과

مصطلحات موضوعية: 위험중립확률밀도함수, risk-neutral probability density function, 위험중립확률분포, risk-neutral probability distribution, 델타헤지, delta hedging, 동적헤지, implied volatility function, 변동성 함수, volatility smile approach, 변동성 미소현상, 변동성 미소 방법

وصف الملف: iv, 40장

Relation: http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000036815; http://hdl.handle.net/10371/11910

الاتاحة: http://hdl.handle.net/10371/11910
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000036815

المؤلفون: Sheri Markose, Amadeo Alentorn

مصطلحات موضوعية: jel:G14, Risk neutral probability density function, Generalized Extreme Value Distribution, Implied Tail Index, jel:G13

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od_______645::6b3089e6a686100ee9ff3aac2a2b34dc
http://repec.org/sce2005/up.727.1107213766.pdf

المؤلفون: Krejčí, Kateřina

المساهمون: Málek, Jiří, Diviš, Martin

مصطلحات موضوعية: opce, polynomická regrese, interpolace, smoothing spline, implikovaná volatilita, rizikově neutrální pravděpodobnostní hustota, polynomial regression, interpolation, implied volatility, option, risk-neutral probability density function

وصف الملف: application/pdf

Relation: https://vskp.vse.cz/eid/70420

الاتاحة: https://vskp.vse.cz/eid/70420