Brent nefti opsiyonlarından neytral riskli ehtimal paylanmasının əldə olunması
[Extracting risk-neutral probability distribution from Brent oil options]
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More about this item
Keywords
oil option prices; risk-neutral probability distribution; case study analysis;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2015-07-25 (Risk Management)
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