Martin Mandler – Market Expectations & Option Prices

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Exploring the Essential Features of “Martin Mandler – Market Expectations & Option Prices”

Market Expectations and Option Prices

Techniques and Applications

Authors: Martin Mandler

Part of the book series: Contributions to Economics (CE)

Table of contents (10 chapters)

Front Matter

Introduction
Martin Mandler

Theoretical Foundations

Front Matter

Arbitrage Pricing and Risk-Neutral Probabilities
Martin Mandler

Survey of the Related Literature
Martin Mandler

Presenting and Interpreting Risk-Neutral Probabilities
Martin Mandler

Techniques for Extracting Risk-Neutral Probabilities from Option Prices
Martin Mandler

The Advantages and Disadvantages of Selected Techniques
Martin Mandler

Empirical Applications

Front Matter

Important Empirical Applications — A Review
Martin Mandler

Central-Bank Council Meetings and Money Market Uncertainty
Martin Mandler

Central-Bank Council Meetings — Event Studies
Martin Mandler

Summary and Conclusions
Martin Mandler

Back Matter

About this book

This book is a slightly revised version of my doctoral dissertation which has been accepted by the Department of Economics and Business Administration of the Justus-Liebig-Universitat Giessen in July 2002. I am indebted to my advisor Prof. Dr. Volbert Alexander for encouraging and supporting my research. I am also grateful to the second member of the doctoral committee, Prof. Dr. Horst Rinne. Special thanks go to Dr. Ralf Ahrens for providing part of the data and to my colleague Carsten Lang, who spent much time reading the complete first draft. Wetzlar, January 2003 Martin Mandler…

Authors and Affiliations

Department of Economics and Business Administration, University of Gießen, Gießen, Germany
Martin Mandler

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