Option-implied probability distributions and currency excess returns
By: Allan M. Malz.
Series: Staff reports -- no. 32; Staff reports (Federal Reserve Bank of New York) -- no. 32.
Publisher: Federal Reserve Bank of New York
Published: 1997
Place of publication: New York, N.Y
Language: eng
Number of pages: 34
Subjects: Options (Finance) -- Econometric models.; Foreign exchange rates -- Econometric models.; Distribution (Probability theory)
Notes: "November 1997"--Cover.

Includes bibliographical references (p. 32-34).