The Information Embedded in the FX Options and Its Ability to Forecast
碩士 === 臺灣大學 === 財務金融學研究所 === 96 === With the characteristic of forward-looking, the prices of options are able to reflect the expectation of market participants. The aim of this paper is to exam the relationship between changes in the risk neutral probability implied by the option market prices and...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/18266038037007215458 |