| ID | 313351 |
| Title Proper | Deriving market expectations for the Euro-dollar exchange rate from option prices |
| Language | ENG |
| Author | Krichene, Noureddine |
| `In' analytical Note | In Stone, Mark R. & Bhundia, Ashok J.: New taxonomy of monetary regimes. Washington. International Monetary Fund, 2004.--(IMFWP/04/191) |
| Journal Source | In Stone, Mark R. & Bhundia, Ashok J.: New taxonomy of monetary regimes. Washington. International Monetary Fund, 2004.--(IMFWP/04/191)
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| Classification Number | IMF |
| Key Words | Volatility ; Exchange Rates ; Finite difference ; Implied risk-neutral distribution ; Inverse problem ; Market expectations ; Options prices ; Smile ; State prices |