The Information Content of Prices in Derivative Security Markets /

Prices in futures markets and option markets reflect expectations about future price movements in spot markets, but these prices can also be influenced by risk premia. Futures and forward prices are sometimes interpreted as market expectations for future spot prices, and option prices are used to ca...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Scott, Louis
Formáid: IRIS
Teanga:English
Foilsithe / Cruthaithe: Washington, D.C. : International Monetary Fund, 1991.
Sraith:IMF Working Papers; Working Paper ; No. 1991/132
Rochtain ar líne:Full text available on IMF

Míreanna comhchosúla