Tests of the foreign exchange risk premium using the expected second moments implied by option pricing [[electronic resource] /] / by Richard K. Lyons

• Autore: Lyons Richard K
• Pubblicazione: [Washington, D.C.] : , : [Board of Governors of the Federal Reserve System], , [1986]
• Descrizione fisica: 1 online resource (40 pages) : illustrations
• Soggetto topico: Foreign exchange - Mathematical models; Foreign exchange futures - Mathematical models; Risk - Mathematical models; Options (Finance) - Prices - Mathematical models
• Note generali: Title from title screen (viewed on Nov. 5, 2012).; "December 1986."
• Nota di bibliografia: Includes bibliographical references (pages 36-38).
• Titolo autorizzato: Tests of the foreign exchange risk premium using the expected second moments implied by option pricing
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910702225203321
• Lo trovi qui: Univ. Federico II