Pricing foreign exchange options : incorporating purchasing power parity /
This book develops a new and interesting approach to the valuation of foreign exchange options. The authors synthesise international monetary theory with the Samuelson-Black-Scholes insight that assets prices follow diffusion processes, and obtain a system of stochastic differential equations to mod...
| Основен автор: | Yeung, David. |
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| Други автори: | Cheung, Michael Tow. |
| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Hong Kong :
Hong Kong University Press,
1998.
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| Издание: | 2nd ed. |
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=321939 |
| Подобни документи: |
Съдържа се в:
Digital Editions from Hong Kong University Press. Print version:: Pricing foreign exchange options. |
| Онлайн достъп от Библиотека ”Паница” на Американския университет в България: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=321939 |
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| Провери в Paniza Library, AUBG | Сигнатура: |
HG3823 .C54 1998eb |
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