State Price density of S&P 500 index and heterogeneous beliefs

Thesis

Yang, Chi-Pin

Masters, 國立清華大學, 計量財務金融學系

2017

Abstract

價格密度函數

選擇權市場

無風險偏態係數

信念歧異

state price density

S&P 500

Options markets

Risk-neutral skewness

heterogeneous beliefs

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Title: State Price density of S&P 500 index and heterogeneous beliefs
Translated title: State Price density of S&P 500 index and heterogeneous beliefs
Creators: Yang, Chi-Pin
Contributors: Tzeng, Chi-Feng (Advisor)
Awarding Institution: 國立清華大學, 計量財務金融學系; Masters
Theses and Dissertations: Masters, 國立清華大學, 計量財務金融學系
Language: English
Resource Type: Thesis
Date published: 2018