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

CiNii Available at 4 libraries

Bibliographic Information

Title
"Extracting market expectations from option prices : case studies in Japanese option markets"
Statement of Responsibility
Hisashi Nakamura and Shigenori Shiratsuka
Publisher
  • Bank of Japan. Institute for Monetary and Economic Studies
Publication Year
  • 1998
Book size
30 cm

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Notes

Title from cover

Includes bibliographical references

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Details 詳細情報について

  • CRID
    1130000797715697408
  • NII Book ID
    BA40075734
  • Text Lang
    en
  • Country Code
    ja
  • Title Language Code
    en
  • Place of Publication
    • Tokyo
  • Data Source
    • CiNii Books
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