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Summary statistics of option-implied probability density functions and their properties
Lynch, Damien; Panigirtzoglou, Nikolaos - Bank of England - 2008
The statistics that summarise probability density functions(pdfs) implied from option prices can be used to assess market expectations about future uncertainty, asymmetry and the probability of extreme movements in asset prices. A time-series analysis of these statistics for equity index and...
Persistent link: https://www.econbiz.de/10008493887
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Derivatives : report of an internal working group
1993
Persistent link: https://www.econbiz.de/10000876063
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Simulating correlated defaults
Duffie, Darrell; Singleton, Kenneth J. - 1998
Persistent link: https://www.econbiz.de/10001509438
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Openness and growth : proceedings of the Bank of England Academic Conference on the Relationship Between Openness and Growth in the United Kingdom, September 15th, 1997
Proudman, James (contributor); Redding, Stephen (contributor) - 1998
Persistent link: https://www.econbiz.de/10013551800
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The development and operation of monetary policy : 1960-1983
1984
Persistent link: https://www.econbiz.de/10000056134
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On the reduction of the rate of discount by the Bank of England
Gardiner, Henry - 1828
Persistent link: https://www.econbiz.de/10012334470
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Strategic planning for financial institutions
Taylor, Bernard (contributor); Moubray, Guy de (contributor) - 1974
Persistent link: https://www.econbiz.de/10000328803
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Quarterly bulletin / Bank of England
Bank of England; Bank of England / Economic … - London : Bank of England Publ. Group; 1961-1979: London …; … - 1.1960/61(1961) -volume 55, no. 4 (2015)
Persistent link: https://www.econbiz.de/10000366272
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Annual report under the Banking Act : for ...
Bank of England - London : Bank - 1987/88(1988) - 1997/98(1998) nachgewiesen
Persistent link: https://www.econbiz.de/10000371001