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September 01, 2014
 

The Search found 3 of 13664 documents sorted by Date with the following criteria:
Subject/Keyword: Option prices

 
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1. Title: Incorporating Market Information into the Construction of the Fan Chart
  Author/Editor: Kannan, Prakash ; Elekdag, Selim
  Series: Working Paper No. 09/178
  Published: August 01, 2009
  Subject(s): Data analysis | Economic forecasting | Economic growth | Economic models | Forecasting models | Markets | World Economic Outlook
  Author's Keyword(s): Fan Chart | Balance of Risks | Option Prices | Consensus Forecasts
 
2. Title: Crude Oil Prices: Trends and Forecast
  Author/Editor: Krichene, Noureddine
  Series: Working Paper No. 08/133
  Published: May 01, 2008
  Subject(s): Oil prices | Commodity prices | Exchange rate depreciation | Inflation | Monetary policy
  Author's Keyword(s): Characteristic function | crude oil prices | density forecast | Esscher transform | Fourier transform | inverse problem | normal inverse Gaussian | monetary policy | option prices.
 
3. 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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