Vesela Ivanova

Goethe University Frankfurt - House of Finance

Gr├╝neburgplatz 1

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

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Scholarly Papers (2)

1.

Getting Real Forecasts, State Price Densities and Risk Premium from Euribor Options

Posted: 22 Nov 2012 Last Revised: 27 Apr 2013
Vesela Ivanova and Josep Maria Puigvert Gutierrez
Goethe University Frankfurt - House of Finance and European Central Bank

Abstract:

Euribor futures, forecast density, interest rate premium, state price densities

2.

The Fear of Rare Economic Disasters Reflected in Option Prices

Posted: 17 Jan 2012
Ioana Dumitrescu and Vesela Ivanova
Goethe University Frankfurt and Goethe University Frankfurt - House of Finance

Abstract:

disaster risk, option prices, recursive preferences