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Book Categories |
| 1 | Introduction | 1 |
| Pt. I | Theoretical Foundations | |
| 2 | Arbitrage Pricing and Risk-Neutral Probabilities | 7 |
| 3 | Survey of the Related Literature | 23 |
| 4 | Presenting and Interpreting Risk-Neutral Probabilities | 51 |
| 5 | Techniques for Extracting Risk-Neutral Probabilities from Option Prices | 63 |
| 6 | The Advantages and Disadvantages of Selected Techniques | 109 |
| Pt. II | Empirical Applications | |
| 7 | Important Empirical Applications - A Review | 121 |
| 8 | Central-Bank Council Meetings and Money Market Uncertainty | 135 |
| 9 | Central-Bank Council Meetings - Event Studies | 149 |
| 10 | Summary and Conclusions | 199 |
| List of Figures | 203 | |
| List of Tables | 207 | |
| Bibliography | 209 |
| Price | Condition | Delivery | Seller | Action |
| $139.30 | Digital |
| WonderClub |
John Rix
reviewed Market Expectations and Option Prices on January 11, 2018 Market Expectations and Option Prices
You know its a rehash of capra's turning point. not impressed.
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Add Market Expectations and Option Prices, 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 prepar, Market Expectations and Option Prices to the inventory that you are selling on WonderClubX
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Add Market Expectations and Option Prices, 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 prepar, Market Expectations and Option Prices to your collection on WonderClub |