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May 20, 2013

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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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