Information content of implied probability distributions :
empirical studies on Japanese stock price index options /
Shigenori Shiratsuka

Description

Main Author

Shiratsuka, Shigenori, 1965-

Related Names

Nihon Ginkō. Kinʼyū Kenkyūjo

Language(s)

English

Published

Tokyo, Japan : Institute for Monetary and Economic Studies, Bank of Japan, [2001]

Subjects

Price indexes > Price indexes / Mathematical models
Distribution (Probability theory)
Assets (Accounting) > Assets (Accounting) / Prices > Assets (Accounting) / Prices / Japan > Assets (Accounting) / Prices / Japan / Forecasting
Stocks > Stocks / Prices > Stocks / Prices / Japan > Stocks / Prices / Japan / Mathematical models
Options (Finance) > Options (Finance) / Prices > Options (Finance) / Prices / Japan > Options (Finance) / Prices / Japan / Mathematical models

Physical Description

37 p. : ill. ; 30 cm

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