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May 19, 2013

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Subject/Keyword: Market expectations

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1. Title: A New Framework To Estimate the Risk-Neutral Probability Density Functions Embedded in Options Prices   Author/Editor: Cheng, Kevin C.   Series: Working Paper No. 10/181   Published: August 01, 2010   Subject(s): Asset prices | Capital markets | Commodities | Commodity prices | Economic models   Author's Keyword(s): Implied risk-neutral density functions | option pricing | market expectations.   2. Title: Deriving Market Expectations for the Euro-Dollar Exchange Rate from Option Prices   Author/Editor: Krichene, Noureddine   Series: Working Paper No. 04/196   Published: October 01, 2004   Subject(s): Emerging markets | Euro | U.S. dollar | Exchange rates | Prices | Economic models   Author's Keyword(s): Exchange rates | Finite difference | Implied risk-neutral distribution | Inverse problem | Market expectations | Option prices | Smile | State prices | Volatility

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