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Research Center Events

Conference on Extracting and Understanding the Risk Neutral Probability Density from Options Prices

Leadership Luncheon Series with Stephen Sadove of Saks

Date: February 8, 2013
Time: 1:30 - 6:00 P.M.
Location: NYU Stern, 44 West Fourth Street, New York, NY

The Conference on Extracting and Understanding the Risk Neutral Probability Density from Options Prices will bring together researchers from NYU Stern and the Federal Reserve Banks of New York and Minneapolis to describe the work they have been doing on extracting the RND from options prices and analyzing the information it contains. Discussants from industry will also share their perspectives on this promising area of research.

Attendance is by invitation only. Please RSVP to salomon@stern.nyu.edu.