International Finance Discussion Papers: Interpreting the Volatility Smile: An Examination of the Information Content of Option Prices

By Steven A. Weinberg

This paper evaluates how useful the information contained in options prices is for predicting future price movements of the underlying assets. We develop an improved semiparametric methodology for... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1288731159
• ISBN13: 9781288731152
• Release Date: February 2013
• Publisher: Bibliogov
• Length: 48 Pages
• Weight: 0.23 lbs.
• Dimensions: 0.1" x 7.4" x 9.7"