Option-Implied Risk-Neutral Distributions and Risk Aversion

By Jens Carsten Jackwerth

Analysts are accustomed to using prices for the information they contain. A stock price, for example, can be thought of as an expected value of future cash flows. Each futures price and option price... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 0943205662
• ISBN13: 9780943205663
• Release Date: March 2004
• Publisher: Research Foundation of AIMR (CFA Institute)
• Length: 96 Pages
• Weight: 0.30 lbs.