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:
Options (Finance) > Prices > Mathematical models.
Foreign exchange > Mathematical models.
Electronic books.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.

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