✦ LIBER ✦

Risk Retention and the Market Implied Probability of Loss

✍ Scribed by C. Ronald Sprecher and Mars A. Pertl

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Market-implied risk-neutral probabilitie

✍ Shashidhar Murthy 📂 Article 📅 2011 🏛 Elsevier 🌐 English ⚖ 381 KB

Market-Implied Risk-Neutral Probabilitie

✍ Shashidhar Murthy 📂 Article 📅 2011 🏛 Elsevier 🌐 English ⚖ 212 KB

Martingale Restrictions and the Implied

✍ Calum G. Turvey; Sridar Komar 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 215 KB

Martingale Restrictions and the Implied

✍ Calum G. Turvey; Sridar Komar 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 210 KB

Market pricing of executive stock option

✍ Antti Pirjetä; Seppo Ikäheimo; Vesa Puttonen 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 790 KB

Option-implied volatility factors and th

✍ Junye Li 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 335 KB