C02 - Mathematical Methods

• Market Expectations and Option Prices: Evidence for the Can$/US$ Exchange Rate

  Staff Discussion Paper 2010-2 Alejandro García, Andrei Prokopiw

  Security prices contain valuable information that can be used to make a wide variety of economic decisions. To extract this information, a model is required that relates market prices to the desired information, and that ideally can be implemented using timely and low-cost methods.

  Content Type(s): Staff Research, Staff Discussion Papers Topic(s): Econometric and statistical methods, Exchange rates, Financial markets JEL Code(s): C, C0, C00, C02, G, G1, G13