Havnegade

Results: 34



#Item
31Extracting risk neutral probability densities by fitting implied volatility smiles: some methodological points and an application to the 3M Euribor futures option prices

Extracting risk neutral probability densities by fitting implied volatility smiles: some methodological points and an application to the 3M Euribor futures option prices

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Source URL: www.ecb.europa.eu

Language: English - Date: 2003-11-28 10:20:06
32DANMARKS NATIONALBANK European Commission DG Internal Market and Services Rue de Spa 2

DANMARKS NATIONALBANK European Commission DG Internal Market and Services Rue de Spa 2

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Source URL: ec.europa.eu

Language: English - Date: 2013-10-15 09:41:15
33Ethics / European System of Central Banks / Central banks / Actuarial science / Financial Supervisory Authority / Government of Denmark / Havnegade / Danmarks Nationalbank / Risk / Denmark / Economy of Denmark / Management

European Commission Directorate General Internal Market and Services [removed] [removed]December 2012

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Source URL: ec.europa.eu

Language: English - Date: 2013-03-08 06:51:45
34Extracting risk neutral probability densities by fitting implied volatility smiles: some methodological points and an application to the 3M Euribor futures option prices

Extracting risk neutral probability densities by fitting implied volatility smiles: some methodological points and an application to the 3M Euribor futures option prices

Add to Reading List

Source URL: www.ecb.europa.eu

Language: English - Date: 2003-11-28 10:20:06