Options and market expectations: implied probability density functions on the Polish foreign exchange market
Alternative title: | Opcje a oczekiwania rynku: estymacja i wykorzystanie implikowanych funkcji ge̜stości prawdopobieństwa na polskim rynku walutowym |
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Year of publication: |
2008
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Authors: | Bańbuła, Piotr |
Published in: |
Bank i kredyt. - Warszawa, ISSN 0137-5520, ZDB-ID 2374691-9. - Vol. 39.2008, 5, p. 21-49
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Subject: | Devisenmarkt | Foreign exchange market | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Wahrscheinlichkeitsrechnung | Probability theory | Polen | Poland |
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