Implied distributions from GBPUSD risk-reversals and implication for Brexit scenarios
Year of publication: |
September 2017
|
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Authors: | Clark, Iain J. ; Amen, Saeed |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 5.2017, 3, p. 1-17
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Subject: | Brexit | foreign exchange options | implied distributions | forecasting | event risk | Großbritannien | United Kingdom | EU-Staaten | EU countries | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Volatilität | Volatility |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks5030035 [DOI] hdl:10419/195892 [Handle] |
Classification: | F31 - Foreign Exchange |
Source: | ECONIS - Online Catalogue of the ZBW |
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