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November 26, 2014
 

The Search found 2 of 13822 documents sorted by Date with the following criteria:
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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