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Pricing Foreign Exchange Options : Incorporating Purchasing Power Parity (Second edition) /

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Yeung, David
Autor Corporativo: Project Muse
Otros Autores: Cheung, Michael Tow
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hong Kong [China] : Hong Kong University Press, 1998
Edición:2nd ed.
Colección:Book collections on Project MUSE.
Temas:
Acceso en línea:Texto completo

MARC

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050 4 |a HG3823  |b .C54 1998 
100 1 |a Yeung, David. 
245 1 0 |a Pricing Foreign Exchange Options :   |b Incorporating Purchasing Power Parity (Second edition) /   |c David W.K. Yeung, Michael Tow Cheung. 
250 |a 2nd ed. 
264 1 |a Hong Kong [China] :  |b Hong Kong University Press,  |c 1998 
264 3 |a Baltimore, Md. :  |b Project MUSE,   |c 2012 
264 4 |c ©1998 
300 |a 1 online resource (104 pages):   |b ill., digital file. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
500 |a Issued as part of book collections on Project MUSE. 
504 |a Includes bibliographical references and index. 
505 0 |a Ch. 1. Preamble -- Ch. 2. Definitions and Terminology -- Ch. 3. Technical Glossary -- Ch. 4. Stochastic Assumptions and Option Pricing -- Ch. 5. The Black-Scholes Options Theory -- Ch. 6. Geometric Brownian Motion, "Almost Certain Ruin", and Asset Markets Equilibrium in Options Pricing -- Ch. 7. Non Random Walk Effects and a New Stochastic Specification -- Ch. 8. Pricing Foreign Exchange Options Incorporating Purchasing Power Parity -- Ch. 9. Conclusions. 
506 |a Access restricted to authorized users and institutions. 
588 |a Description based on print version record. 
650 0 |a Options (Finance)  |x Prices  |x Mathematical models. 
650 0 |a Foreign exchange  |x Mathematical models. 
655 7 |a Electronic books.   |2 local 
700 1 |a Cheung, Michael Tow. 
710 2 |a Project Muse. 
776 1 8 |i Print version:  |z 9789622094543  |z 9622094546 
710 2 |a Project Muse.  |e distributor 
830 0 |a Book collections on Project MUSE. 
856 4 0 |z Texto completo  |u https://projectmuse.uam.elogim.com/book/5729/ 
945 |a Project MUSE - Custom Collection 
945 |a Project MUSE - Archive Complete Foundation 
945 |a Project MUSE - Archive Political Science and Policy Studies Foundation