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Print Material
Author Malz, Allan M.

Title Option-implied probability distributions and currency excess returns / Allan M. Malz.

Imprint New York, N.Y. : Federal Reserve Bank of New York, [1997]


Location Call No. OPAC Message Status
 Axe Archives Fed Docs  FR 1.2/10-3:32    ---  Available
Description 34, [25] p. : ill. ; 22 cm.
Series Staff reports ; no. 32
Staff reports (Federal Reserve Bank of New York) ; no. 32.
Note "November 1997"--Cover.
Bibliography Includes bibliographical references (p. 32-34).
Subject Options (Finance) -- Econometric models.
Foreign exchange rates -- Econometric models.
Distribution (Probability theory)
Sudoc No. FR 1.2/10-3:32

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