Essays on option-implied information

Essays on option-implied information /

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Bibliographic Details
Main Author:	Vähämaa, Sami
Format:	Thesis Book
Language:	English
Published:	Vasa : Universitas Wasaensis, 2004.
Series:	Acta Wasaensia no 131. Acta Wasaensia. Business administration no. 52. Acta Wasaensia. Business administration. Accounting and finance
Subjects:	European Central Bank Options (Finance) > Prices > Econometric models. Hedging (Finance) > Econometric models. Monetary policy > European Union countries Foreign exchange futures > European Union Countries.

Table of Contents:

Introduction
Delta hedging with the smile
Skewness and kurtosis adjusted Black-Scholes model
Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB
Implied volatility linkages among major European currencies.