RND

(redirected from Risk-Neutral Density)
AcronymDefinition
RNDRound
RNDRandom
RNDRhein-Neckar-Dreieck (German: Rhein-Neckar-Triangle; healthcare)
RNDResearch and Development
RNDRisk-Neutral Density (finance)
RNDResults Not Demonstrated (government program rating)
RNDRendering File
RNDRad Network Devices
RNDReducing Nuclear Danger (UN General Assembly)
RNDRassemblement National Démocratique (French: Democratic National Rally; political party, various countries)
RNDRed Nose Day
RNDRoyal Naval Division
RNDReflex Neurovascular Dystrophy (syndrome)
RNDRassemblement National pour le Development (Comoros)
RNDRevue Notre-Dame (French: Notre Dame Magazine; Canada)
RNDRadio Network Design
RNDRadio Notre Dame (French radio station)
RNDRegiopolis-Notre Dame (Ontario high school)
RNDRailroads for National Defense
RNDRelative NDVI Differences
RNDRomanian News Digest
RNDRencontre Nation Défense (French: Nation Defense Meeting)
References in periodicals archive ?
The risk-neutral density of the continuously compounded return within [tau] = T - t, [R.sub.[tau]] = ln [S.sub.T]/[S.sub.t], [S.sub.t] given in (38), is given by
Building Risk-Neutral Density (RND) from options data is one of them.
Breeden and Litzenberger approach (1978) gives an exact formula2 for recover the risk-neutral density:
where C(K) is the option price as a function of the strike price K, r is the continuous interest rate of the underlying asset, T is the time to expiration and pdf(S) is the risk-neutral density function as a function of the underlying asset price S.