Original title: Interpretation of czech FX options
Authors: Cincibuch, Martin ; Bouc, Pavel
Document type: Research reports
Year: 2001
Language: eng
Publisher: Česká národní banka
Series: Working paper series, volume: 36/2001
Abstract: This report describes the Czech koruna option market and explores the behaviour of option prices during three eventful periods of the history of the Czech koruna. It points out their forward-looking nature and also shows how implied risk neutral distribution might be used for monitoring and interpretation of market sentiment.
Keywords: currency; Czech national bank; exchange rate; money market; měna; měnový kurz; peněžní trh
Rights: This work is protected under the Copyright Act No. 121/2000 Coll.

Institution: The Czech National Bank (web)

Permalink: http://www.nusl.cz/ntk/nusl-123910


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