Currency options and exchange rate economics
| Други автори: | Chen, Zhaohui, 1963- |
|---|---|
| Формат: | Електронен |
| Език: | English |
| Публикувано: |
Singapore ; River Edge, N.J. :
World Scientific,
℗♭1998.
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| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=527769 |
| Подобни документи: |
Print version::
Currency options and exchange rate economics. |
Съдържание:
- 1. Learning from Currency Option Markets: An Overview / Zhaohui Chen
- 2. An Introduction to Option Pricing Theory / Peter G. Zhang
- 3. An Introduction to Currency Option Markets / Allan M. Malz
- 4. The Implied Volatility in Prices of Foreign Currency Options / Louis O. Scott
- 5. Learning from the Term Structure of Implied Volatility in Foreign Exchange Options / Jose Manuel Campa and P.H. Kevin Chang
- 6. Options and the Currency Risk Premium / Richard K. Lyons
- 7. Option Prices and the Probability Distribution of Exchange Rates / Allan M. Malz
- 8. The ERM Realignment Probabilities: Estimates Using Option Prices / Allan M. Malz
- 9. Options on Exchange Rates in Target Zones / Jose Manuel Campa and P.H. Kevin Chang
- 10. Inferring Market Expectations Using Currency Option Price and Volume Data / Zhaohui Chen and Charles A.E. Goodhart.