Deriving market expectations for the euro-dollar exchange rate from option prices
By: prepared by Noureddine Krichene.
Contributors: International Monetary Fund.
Series: IMF working paper -- WP04/196
Publisher: International Monetary Fund, African Dept.
Published: 2004
Place of publication: [Washington, D.C]
Language: eng
Number of pages: 24
Subjects: Foreign exchange rates -- Econometric models.; Options (Finance)
Notes: "October 2004."