Related Books

Market Expectations and Option Prices
Language: en
Pages: 227

Market Expectations and Option Prices

Authors: Martin Mandler
Categories: Business & Economics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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This book is a slightly revised version of my doctoral dissertation which has been accepted by the Department of Economics and Business Administration of the Ju
Extracting Market Expectations from Options Prices
Language: en
Pages: 28

Extracting Market Expectations from Options Prices

Authors: Áron Gereben
Categories: Foreign exchange rates
Type: BOOK - Published: 2002 - Publisher:

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Market Expectations and Option Prices: Evidence for the Can$
Language: en
Pages: 23

Market Expectations and Option Prices: Evidence for the Can$

Authors: Bank of Canada
Categories:
Type: BOOK - Published: 2010 - Publisher:

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Options Markets
Language: en
Pages: 518

Options Markets

Authors: John C. Cox
Categories: Business & Economics
Type: BOOK - Published: 1985 - Publisher: Prentice Hall

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Includes the first published detailed description of option exchange operations, the first published treatment using only elementary mathematics and the first s
Smiles, Skews, Implied Distributions and Market Expectations from Option Prices
Language: en
Pages: 39

Smiles, Skews, Implied Distributions and Market Expectations from Option Prices

Authors: Aidan Allen
Categories: Options (Finance)
Type: BOOK - Published: 2000 - Publisher:

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