The Implied Risk Neutral Density Dynamics: Evidence from the S&P TSX 60 Index
The risk neutral density is an important tool for analyzing the dynamics of financial markets and traders’ attitudes and reactions to already experienced shocks by financial markets as well as the potential ones. In this paper, we present a new method for the extraction information content from opti...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2017-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2017/3156250 |
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