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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]
Copies
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
Available items only
