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

Bibliographic Details
Call Number:Libro Electrónico
Main Author: Yeung, David
Corporate Author: Project Muse
Other Authors: Cheung, Michael Tow
Format: Electronic eBook
Language:Inglés
Published: Hong Kong [China] : Hong Kong University Press, 1998
Edition:2nd ed.
Series:Book collections on Project MUSE.
Subjects:
Options (Finance) > Prices > Mathematical models.
Foreign exchange > Mathematical models.
Electronic books.
Online Access:Texto completo
Table of Contents:
  • 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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