The information content of derivatives for monetary policy: Implied volatilities and probabilities
| Year of publication: |
1995
|
|---|---|
| Authors: | Neuhaus, Holger |
| Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
| Subject: | Zinsderivat | Optionsgeschäft | Börsenkurs | Volatilität | Optionspreistheorie | Wirtschaftsindikator | Zins | Prognose | Deutschland |
| Series: | Discussion Paper ; 1995,03e |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| ISBN: | 3-927951-81-1 |
| Other identifiers: | 735665060 [GVK] hdl:10419/107152 [Handle] RePEc:zbw:bubdp1:199503e [RePEc] |
| Source: |
Persistent link: https://www.econbiz.de/10010478817