Extracting market expectations from option prices : case studies in Japanese option markets
Year of publication: |
1999
|
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Authors: | Nakamura, Hisashi ; Shiratsuka, Shigenori |
Publisher: |
[Chicago] |
Subject: | Japan | Optionsgeschäft | Option trading | Börsenkurs | Share price | Rationale Erwartung | Rational expectations | Optionspreistheorie | Option pricing theory | Wahrscheinlichkeitsrechnung | Probability theory |
Extent: | 59, 6 S |
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Series: | Working paper series / Research Department, Federal Reserve Bank of Chicago. - Chicago, Ill., ZDB-ID 2215641-0. - Vol. 99,1 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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