Predicting completion of cash acquisitions using option implied risk-neutral probabilities

Estimate risk-neutral probabilities and the rational for its application. Empirical results of predictive power assessment for risk-neutral probabilities as well as their comparisons with stock-implied probabilities defined as in Samuelson and Rosenthal.

Рубрика Экономика и экономическая теория
Предмет Economics and Finance
Вид дипломная работа
Язык английский
Прислал(а) Elizaveta Andreeva
Дата добавления 02.11.2015
Размер файла 549,4 K

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