Distribution of the exchange rate implicit in option prices : application to TASE
Roy Stein; Yoel Hecht
| Year of publication: |
Oct. 2003
|
|---|---|
| Other Persons: | Stein, Roy (contributor) ; Hecht, Yoel (contributor) |
| Publisher: |
Jerusalem : Bank of Isreal, Monetary Dep. |
| Subject: | Wechselkurs | Exchange rate | Risikoprämie | Risk premium | Messung | Measurement | Derivat | Derivative | Börse | Bourse | Israel |
| Extent: | Online-Ressource, 32 p., text ill |
|---|---|
| Series: | Monetary studies : discussion papers. - Jerusalem, ZDB-ID 2185642-4. - Vol. 2003,05 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002774684