Iain Clark

Efficient Frontier Consulting Ltd

Efficient Frontier Consulting Ltd

London

United Kingdom

http://www.efficientfrontierconsulting.com

SCHOLARLY PAPERS

1

DOWNLOADS

1,023

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (1)

1.

Implied Distributions from GBPUSD Risk-Reversals and Implication for Brexit Scenarios

Number of pages: 11 Posted: 14 Jun 2016
Iain Clark and Saeed Amen
Efficient Frontier Consulting Ltd and Cuemacro
Downloads 1,023 (43,095)
Citation 4

Abstract:

Loading...

Brexit, Foreign exchange, options, implied distributions, Breeden-Litzenberger