National Repository of Grey Literature 1 records found  Search took 0.00 seconds. 
Interpretation of czech FX options
Cincibuch, Martin ; Bouc, Pavel
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.
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