Testing the forecasting performance of Ibex 35 option - implied risk - neutral densities Francisco Alonso, Roberto Blanco, Gonzalo Rubio
By: Alonso Sánchez, Francisco.
Contributor(s): Blanco Escolar, Roberto | Rubio Irigoyen, Gonzalo.
Material type: TextSeries: Banco de España. Documentos de Trabajo ; n. 0504.Publisher: Madrid Banco de España 2005Description: 27 p. 30 cm.Subject(s): ÍNDICES BURSÁTILES | MERCADOS FINANCIEROS | FUTUROS | MERCADOS DE FUTUROS | OPCIONES | PRECIOS | ESPAÑA | RIESGOItem type | Current location | Home library | Call number | Status | Date due | Barcode |
---|---|---|---|---|---|---|
Libros | IEF | C 1896-32732 (Browse shelf) | Available | C 1896-32732 |
Resumen. Bibliografía.
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