The information content of derivatives for monetary policy : implied volatilities and probabilities
Holger Neuhaus
| Year of publication: |
1995
|
|---|---|
| Authors: | Neuhaus, Holger |
| Publisher: |
Frankfurt am Main : Dt. Bundesbank |
| Subject: | Zinsderivat | Interest rate derivative | Optionsgeschäft | Option trading | Börsenkurs | Share price | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Wirtschaftsindikator | Economic indicator | Zins | Interest rate | Prognose | Forecast | Deutschland | Germany | Geldpolitik | Derivat <Wertpapier> | Informationsgehalt | 1989-1994 |
freely available
| Extent: | 71, [7] S. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| ISBN: | 3-927951-81-1 |
| Other identifiers: | hdl:10419/107152 [Handle] |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009699999