Extracting market expectations from option prices : an application to over-the-counter New Zealand dollar options
Áron Gereben
| Year of publication: |
2002
|
|---|---|
| Authors: | Gereben, Áron |
| Publisher: |
Wellington |
| Subject: | Optionsgeschäft | Option trading | Erwartungsbildung | Expectation formation | Optionspreistheorie | Option pricing theory | Währung | Currency | Neuseeland | New Zealand |
| Extent: | 23 S graph. Darst |
|---|---|
| Series: | Discussion paper series / Reserve Bank of New Zealand. - Wellington : [Verlag nicht ermittelbar], ISSN 1177-7567, ZDB-ID 2221962-6. - Vol. 2002,04 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.rbnz.govt.nz/research/discusspapers/dp02_04.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001676150