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Extracting market expectations from option prices : case studies in Japanese option markets

Hisashi Nakamura and Shigenori Shiratsuka. -- Institute for Monetary and Economic Studies, Bank of Japan, 1998. -- (IMES discussion paper series ; 98-E-8). <BB00804872>
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Extracting market expectations from option prices : case studies in Japanese option markets

Hisashi Nakamura and Shigenori Shiratsuka. -- Institute for Monetary and Economic Studies, Bank of Japan, 1998. -- (IMES discussion paper series ; 98-E-8). <BB00804872>
Functions:
Details
URL:

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332/I32 00017763251 0items
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Bibliography Details

title and statement of responsibility area Extracting market expectations from option prices : case studies in Japanese option markets / Hisashi Nakamura and Shigenori Shiratsuka
publication,distribution,etc.,area Tokyo : Institute for Monetary and Economic Studies, Bank of Japan , 1998
physical description area 57 p. : ill. ; 30 cm
parent bibliography link IMES discussion paper series <BB01377548> 98-E-8//a
note Title from cover
note Includes bibliographical references
NCID BA40075734
text language code English
author link 中村, 尚司 (1938-)||ナカムラ, ヒサシ <AU00293938>
author link 白塚, 重典, 1965-||シラツカ, シゲノリ <AU00297389>
author link 日本銀行金融研究所||ニホン ギンコウ キンユウ ケンキュウジョ <AU00606104>
classification Money, Credit and Banking DC15:332
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