New techniques to extract market expectations from financial instruments

Journal of Monetary Economics

Volumn 40, Issue 2, 1997, Pages 383-429

  Söderlind, Paul ^a   Svensson, Lars ^b  

^a STOCKHOLM SCHOOL OF ECONOMICS   (Sweden)

^b STOCKHOLM UNIVERSITY   (Sweden)

Author keywords

Forward rate curve; Options; Risk neutral distribution

Indexed keywords

EID: 0031256303     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-3932(97)00047-0     Document Type: Article

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