Foreign exchange option symmetry
This book studies the actual financial phenomena underlying the evaluation of financial derivatives, which is today virtually identified with and even replaced by the study of the mathematical aspects of stochastic calculus as a model for such phenomena.
| Основен автор: | Kholodnyi, Valery A., 1964- |
|---|---|
| Други автори: | Price, John F. |
| Формат: | Електронен |
| Език: | English |
| Публикувано: |
Singapore ; River Edge, NJ :
World Scientific,
℗♭1998.
|
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=532602 |
| Подобни документи: |
Print version::
Foreign exchange option symmetry. |
Съдържание:
- 1.
- Introduction
- I.
- Financial Matters.
- 2.
- Market Environment.
- 3.
- Symmetry in a Foreign Exchange Market.
- 4.
- Further Symmetries.
- 5.
- Options with Consistently Smoothed Payoffs.
- 6.
- Applications
- II.
- Mathematical Matters.
- 7.
- Validity of the Symmetry Relationships for European Options.
- 8.
- Validity of the Symmetry Relationships for Bermudan and American Options.
- 9.
- Validity of the Symmetry Relationships for Barrier Options.
- 10.
- Validity of the Symmetry Relationships for Options with Consistently Smoothed Payoffs.