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Reading PIBOR futures options smiles: The 1997 snap election
- Source :
- Journal of Banking & Finance. Nov, 2001, Vol. 25 Issue 11, p1957, 42 p.
- Publication Year :
- 2001
-
Abstract
- Research information is given for various methods that extract a Risk Neutral Density out of PIBOR interest rate futures options. In conjunction the research compares how investors react to political events.
Details
- ISSN :
- 03784266
- Volume :
- 25
- Issue :
- 11
- Database :
- Gale General OneFile
- Journal :
- Journal of Banking & Finance
- Publication Type :
- Periodical
- Accession number :
- edsgcl.79903098