Last edited by Mijas
Tuesday, April 21, 2020 | History

2 edition of Extracting market expectations from option prices: an application to over-the-counter New Zealand dollar options found in the catalog.

Extracting market expectations from option prices: an application to over-the-counter New Zealand dollar options

Aron Gereben

Extracting market expectations from option prices: an application to over-the-counter New Zealand dollar options

  • 81 Want to read
  • 7 Currently reading

Published by Economics Department, Reserve Bank of New Zealand in Wellington .
Written in English

    Subjects:
  • New Zealand -- Economic conditions

  • Edition Notes

    SeriesDiscusion paper series -- DP2002/04, Discussion paper (Reserve Bank of New Zealand) -- DP 2002/04
    ContributionsNew Zealand. Reserve Bank of New Zealand Economics Department
    The Physical Object
    Pagination23p. 15cm.
    Number of Pages23
    ID Numbers
    Open LibraryOL20164519M
    ISBN 1011754117


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Extracting market expectations from option prices: an application to over-the-counter New Zealand dollar options by Aron Gereben Download PDF EPUB FB2