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

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

Saved in:

Bibliographic Details
Author / Creator:	Nakamura, Hisashi, 1938-
Imprint:	[Chicago, IL] : Federal Reserve Bank of Chicago, 1999.
Description:	59 p. : ill. ; 30 cm.
Language:	English
Series:	Working paper series / Research Dept., Federal Reserve Bank of Chicago ; WP-99-1 Working paper series (Federal Reserve Bank of Chicago. Research Department.) ; WP-99-1.
Subject:	Options (Finance) -- Prices -- Japan -- Econometric models. Monetary policy -- Japan -- Econometric models. Economic forecasting -- Japan -- Econometric models. Economic forecasting -- Econometric models. Monetary policy -- Econometric models. Options (Finance) -- Prices -- Econometric models. Japan.
Format:	E-Resource Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/4544846

Hidden Bibliographic Details
Other authors / contributors:	Shiratsuka, Shigenori. Federal Reserve Bank of Chicago.
Notes:	Cover title. "January 1999." Includes bibliographical references (p. 34-36). Also available on the Internet.

Description
Item Description:	Cover title. "January 1999."
Physical Description:	59 p. : ill. ; 30 cm.
Bibliography:	Includes bibliographical references (p. 34-36).