Market Expectations and Option Prices : Techniques and Applications /

This book surveys and summarizes the numerous approaches used to extract information on market expectations from option prices. The various approaches are thoroughly explained and many practical issues are discussed, including: data selection, data preparation, and presentation and interpretation of...

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Bibliographic Details

Main Author:	Mandler, Martin
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Heidelberg : Physica-Verlag HD : Imprint : Physica, 2003.
Series:	Contributions to economics.
Subjects:	Economics. Economics > Statistics. Econometrics. Macroeconomics. Finance. Electronic books. Statistics.
Online Access:	Connect to the full text of this electronic book