11. Engineered Implied Volatility and Implied Risk-Neutral Distributions
Published Online: 6 DEC 2011
Copyright © 2010 Charles S. Tapiero. All rights reserved.
Risk Finance and Asset Pricing: Value, Measurements, and Markets
How to Cite
Tapiero, C. S. (2010) Engineered Implied Volatility and Implied Risk-Neutral Distributions, in Risk Finance and Asset Pricing: Value, Measurements, and Markets, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118268155.ch11
- Published Online: 6 DEC 2011
- Published Print: 20 SEP 2010
Print ISBN: 9780470549469
Online ISBN: 9781118268155
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Chapter for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!