Using Eurodollar futures options : gauging the market's view of interest rate movements
Year of publication: |
1995
|
---|---|
Authors: | Abken, Peter A. |
Published in: |
Economic review. - Atlanta, Ga., ISSN 0732-1813, ZDB-ID 862010-6. - Vol. 80.1995, 2, p. 10-30
|
Subject: | Skewness | Optionsgeschäft | Option trading | Zins | Interest rate | Volatilität | Volatility | Geldpolitik | Monetary policy | USA | United States | 1988-1994 |
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