Option-Implied Risk-Neutral Distributions and Risk Aversion
Publisher: Research Foundation of AIMR (CFA Institute)
Published: March 31, 2004
Language: eng
Format: Paperback
Number of pages: 96
ISBN-13: 9780943205663
Subjects: Investments & Securities - Futures; Business / Economics / Finance
First sentence: In introducing the motivation behind this monograph, I would like to turn usual security valuation and OPTION-pricing theory upside down.