Listagem FGV EESP - MPFE: Dissertações, Mestrado Profissional em Finanças e Economia por Assunto "Mercado de opções - Preços"
Itens para a visualização no momento 1-1 of 1
-
An analysis of risk-neutral density’s moments for USD/BRL options with applications to trading
2019-07-26The present work proposes an application of a non-parametric methodology to extract the risk-neutral probability density function (RND) to USD/BRL options. This methodology consists in complementing the RND extracted from ...
