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Federal Reserve Bank of New York Staff Reports A Simple and Reliable Way to Compute Option-Based Risk-Neutral Distributions Allan M. Malz
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Document Date: 2014-06-04 16:08:43

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File Size: 448,10 KB

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City

Compute Option / /

Company

Bloomberg Financial LP / Renault / /

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Organization

Federal Reserve Bank of New York / Derivatives Documentation Center / Board of Governors of the Federal Reserve System / US Federal Reserve / /

Person

Carlo Rosa / Allan M. Malz / Steven Burnett / Juan Navarro-Staicos / Benson Durham / Ernst Schaumburg / Kale Smimmo / Stephen Figlewski / Joshua Rosenberg / Sirio Aramonte / /

Position

rt / qt ] / author / rt / St rt / /

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