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Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models
E-book
E-book
| Publisher: | Ottawa, ON, CA: Bank of Canada, 2017. |
| ISSN: | 1701-9397 |
| Phys. Desc.: | 1 online resource (64 pages). |
| Electronic resource: | desLibris e-book: - For Subscription see www.canadianelectroniclibrary.ca |
| Electronic resource: | Document originally acquired from |
Forecasting the Covid-19 Recession and Recovery : Lessons from the Financial Crisis
E-book
E-book
| Publisher: | Montreal, QC, CA: Center for Interuniversity Research and Analysis on Organizations, 2020. |
| ISSN: | 2292-0838 |
| Phys. Desc.: | 1 online resource (43 pages). |
| Electronic resource: | desLibris e-book: - For Subscription see www.canadianelectroniclibrary.ca |
| Electronic resource: | Document originally acquired from |
Learning in the Oil Futures Markets : Evidence and Macroeconomic Implications
E-book
E-book
| Publisher: | Montreal, QC, CA: Center for Interuniversity Research and Analysis on Organizations, 2016. |
| ISSN: | 2292-0838 |
| Phys. Desc.: | 1 online resource (51 pages). |
| Electronic resource: | desLibris e-book: - For Subscription see www.canadianelectroniclibrary.ca |
| Electronic resource: | Document originally acquired from |
A New Approach to Volatility Modeling : The Factorial Hidden Markov Volatility Model
E-book
E-book
| Publisher: | Québec, QC, CA: Centre interuniversitaire sur le risque, les politiques économiques et l'emploi, 2017. |
| Phys. Desc.: | 1 online resource (33 pages). |
| Electronic resource: | desLibris e-book: - For Subscription see www.canadianelectroniclibrary.ca |
| Electronic resource: | Document originally acquired from |
A Simple Method for Extracting the Probability of Default from American Put Option Prices
E-book
E-book
| Publisher: | Ottawa, ON, CA: Bank of Canada, 2020. |
| ISSN: | 1701-9397 |
| Phys. Desc.: | 1 online resource (22 pages). |
| Electronic resource: | desLibris e-book: - For Subscription see www.canadianelectroniclibrary.ca |
| Electronic resource: | Document originally acquired from |
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