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Finance / Investment / Stochastic volatility / Volatility / Black–Scholes / Rainbow option / Foreign-exchange option / Valuation of options / Financial risk / Financial economics / Options / Mathematical finance


Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 600 First version: December 1997 Revised version: September 1998
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Document Date: 1999-05-01 19:07:32

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File Size: 617,43 KB

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Company

8th Annual Derivatives Securities / /

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Facility

University of Virginia / /

IndustryTerm

bank account / analytic solutions / /

MarketIndex

S&P 500 / NASDAQ composite equity / /

Organization

University of Virginia / Federal Reserve Board / Board of Governors of the Federal Reserve System International Finance Discussion Papers Number / Division of International Finance / US Federal Reserve / Board of Governors / /

Person

EVALUATING FORECASTS / Lopez / Walter / Brian H. Boyer / Stephen Figlewski / Michael S. Gibson / /

Position

author / first author / Governor / staff economist / forecasting model / GARCH option pricing model / and so on / writer / /

ProgrammingLanguage

L / /

ProvinceOrState

Virginia / /

Technology

t-1 / /

URL

www.federalreserve.gov / /

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