OptionMetrics

Öffnen
Metadata
Zur Langanzeige
Zusammenfassung
OptionMetrics is the financial industry's premier provider of quality historical option price data, tools, and analytics. Currently, over 300 institutional subscribers and universities rely on our products as their main source of options pricing, implied volatility calculations, volatility surfaces, and analytics. We enable traders to construct, test, and execute options/derivatives investment strategies and accurately monitor their risk exposure, so that they can make more informed and, ultimately, more profitable investment decisions.
Forschungsbereich
Financial Markets
Systemic Risk Lab
Financial Institutions
Transparency Lab
Schlagworte
extreme value theory, tail measure, implied correlation, variance risk premium, option-implied distribution, predictability, portfolio optimization, systemic risk, value-at-risk, equity options, implied volatility, asset pricing, epstein-zin preferences, jump risk, stochastic volatility, level and slope of implied volatility smile, preference for early resolution of uncertainty, cross-sectionof expected stock returns, bubbles, option prices, sentiment, valuation ratios, volatility
JEL-Klassifizierung
G11, G12, G13, G17, G01, G28, G32, E44, D81, G10, G14
Working Paper Referenzen
Thema
Consumption
Saving and Borrowing
Systematic Risk
Publikationstyp
Research Data
Link zur Publikation
Collections
Attribution-ShareAlike 4.0 International
Solange nicht anders angezeigt, wird die Lizenz wie folgt beschrieben: Attribution-ShareAlike 4.0 International