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Market implied risk-neutral probabilities, actual probabilit risk and news
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
2011
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| Subjects: |
| LEADER | 00549nab a22002057a 4500 | ||
|---|---|---|---|
| 008 | 160615b2011 xxu||||| |||| 00| 0 eng d | ||
| 100 | |a Murthy, Shashidhar | ||
| 245 | |a Market implied risk-neutral probabilities, actual probabilit risk and news |c Murthy, Shashidhar. | ||
| 260 | |c 2011 | ||
| 300 | |a 140 - 150 | ||
| 650 | |a Risk Premium | ||
| 650 | |a Cdo | ||
| 650 | |a Cds | ||
| 650 | |a Crisis | ||
| 650 | |a Reaction | ||
| 650 | |a News | ||
| 650 | |a Default | ||
| 650 | |a Risk-Neutral Probability | ||
| 773 | |a IIMB Management Review |d Sep | ||
| 999 | |c 40026 |d 40026 | ||