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- Article
- Abstract
- RESULT 1: TRIANGLES, TRAPEZOIDS AND TAIL SPREADS: DECOMPOSING OPTION PAYOFFS
- RESULT 2: PRICES OF BUTTERFLY TRIANGULAR PAYOFFS EQUAL “DIGITAL OPTION” PRICES
- RESULT 3: STATE PRICES HAVE BIASES AS ESTIMATES OF “TRUE PROBABILITIES”
- RESULT 4: CHANGING REAL BETAS FOR NOMINAL BONDS 1962–2021 MEANS CHANGING BIASES OF INTEREST RATE STATE PRICES AS FORECASTS OF PROBABILITIES
- RESULT 5: US CENTRAL BANK POLICY IMPACTS ON INTEREST RATE INSURANCE PRICES
- 2010–2013: ECB POLICY IMPACTS IN THE EUROPEAN SOVEREIGN DEBT CRISIS
- 2015–2019: YELLEN FED EXECUTES LIFTOFF. ECB QE
- 2020–2022 CORONAVIRUS PANDEMIC, BRIEF HUGE GLOBAL RECESSIONS, AND RECOVERY
- CONCLUSION
- ENDNOTES
- REFERENCES
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