Timeline for What the implied distribution really is?
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
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| May 30, 2017 at 12:32 | vote | accept | Joanna | ||
| Apr 13, 2017 at 12:46 | history | edited | CommunityBot |
replaced http://quant.stackexchange.com/ with https://quant.stackexchange.com/
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| Dec 14, 2016 at 12:28 | comment | added | Quantuple | Omitting any other carry effects (e.g. dividends), yes. More accurately the expectation is equal to the forward price. | |
| Dec 14, 2016 at 11:37 | comment | added | Joanna | So the expected value of the impled distribution of $S_T$ is always $S_0 e^{rT}$. Correct? | |
| Dec 14, 2016 at 10:23 | history | edited | Quantuple | CC BY-SA 3.0 |
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| Dec 14, 2016 at 9:26 | history | edited | Quantuple | CC BY-SA 3.0 |
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| Dec 14, 2016 at 9:13 | history | edited | Quantuple | CC BY-SA 3.0 |
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| Dec 14, 2016 at 9:07 | history | answered | Quantuple | CC BY-SA 3.0 |