options data, we derive implied probability density functions (PDF) for expected future exchange rates and thus measures of …. The paper, one of the first to use options data from an emerging market, finds that target zone credibility was poor prior …

including global equities, global bonds, commodities, US Treasuries, credit, and options. This predictability rejects a …

This paper uses over-the-counter currency options data to investigate market expectations on Turkish Lira-U.S. Dollar …

procedure. I parameterize the underlying exchange rate process as a mixture of log-normals, price the options using Monte Carlo …

This paper uses over-the-counter currency options data to investigate market expectations on Turkish Lira-U.S. Dollar …

>Extensions of Temperature and Wind Speed Models</li> <li>Options on Temperature and Wind</li> <li>Precipitation Derivatives</li> <li … derivatives like futures and options based on modern mathematical finance theory</li> <li>This book is unique in combining …

, with evidence from listed firms in Taiwan, pricing options on stocks denominated in different currencies, with theory and … simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single … stock futures, the non-uniform pricing effect of employee stock options using quantile regression, nonlinear dynamics and …