Extracting market expectations from option prices: an application to over-the-counter New Zealand dollar options
Contributors: New Zealand. Reserve Bank of New Zealand Economics Department
Series: Discusion paper series -- DP2002/04; Discussion paper (Reserve Bank of New Zealand) -- DP 2002/04
Publisher: Economics Department, Reserve Bank of New Zealand
Published: 2002
Place of publication: Wellington
Language: eng
Number of pages: 23
Subjects: New Zealand -- Economic conditions