{"product_id":"risk-neutral-density-estimations-literature-review-and-empirical-analysis-von-albina-mustafayeva","title":"Risk Neutral Density Estimations","description":"\u003cp\u003eThis book describes existing approaches that estimate risk-neutral density functions (RND)implied by option prices and provides an empirical comparison of some of these methods on illustrative basis. The theoretical option-pricing background is well introduced in Chapter 2 and used as foundation for the ongoing discussion of the different estimation procedures in the following chapters. The literature review is comprehensive with respect to the inclusion and discussion of a large number of different estimation procedures. Moreover, this work offers an adequate contribution by applying and comparing existing RND estimation procedures for Euro Stoxx 50 index options.\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783639791464\"\u003e\u003ch3\u003eLiterature Review and Empirical Analysis\u003c\/h3\u003e\u003c\/div\u003e","brand":"Libri","offers":[{"title":"Softcover - 9783639791464","offer_id":39440622288989,"sku":"9783639791464","price":23.9,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/0b99afbe-5e59-481b-a20e-58b7423da886.jpg?v=1775883299","url":"https:\/\/shop.autorenwelt.de\/products\/risk-neutral-density-estimations-literature-review-and-empirical-analysis-von-albina-mustafayeva","provider":"Autorenwelt Shop","version":"1.0","type":"link"}