Pricing foreign exchange options: incorporating purchasing power parity
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hong Kong
Hong Kong University Press
1998
|
| Ausgabe: | 2nd ed |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Includes bibliographical references and index FOREWORD BY STEVEN N.S. CHEUNG; ACKNOWLEDGEMENTS; TABLE OF CONTENTS; CHAPTER 1 PREAMBLE; CHAPTER 2 DEFINITIONS AND TERMINOLOGY; CHAPTER 3 TECHNICAL GLOSSARY; CHAPTER 4 STOCHASTIC ASSUMPTIONS AND OPTION PRICING; CHAPTER 5 THE BLACK-SCHOLES OPTIONS THEORY; CHAPTER 6 GEOMETRIC BROWNIAN MOTION, "ALMOST CERTAIN RUIN", AND ASSET MARKETS EQUILIBRIUM IN OPTIONS PRICING; CHAPTER 7 NON RANDOM WALK EFFECTS AND A NEW STOCHASTIC SPECIFICATION; CHAPTER 8 PRICING FOREIGN EXCHANGE OPTIONS INCORPORATING PURCHASING POWER PARITY; CHAPTER 9 CONCLUSIONS; A Note on Software; Index |
| Beschreibung: | 1 Online-Ressource (91 pages) |
| ISBN: | 9789882202535 9882202535 |
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Datensatz im Suchindex
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| any_adam_object | |
| author | Yeung, David |
| author_facet | Yeung, David |
| author_role | aut |
| author_sort | Yeung, David |
| author_variant | d y dy |
| building | Verbundindex |
| bvnumber | BV042963145 |
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| ctrlnum | (OCoLC)651026496 (DE-599)BVBBV042963145 |
| dewey-full | 332.45 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.45 |
| dewey-search | 332.45 |
| dewey-sort | 3332.45 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 2nd ed |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:13:52Z |
| institution | BVB |
| isbn | 9789882202535 9882202535 |
| language | English |
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| publisher | Hong Kong University Press |
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| spelling | Yeung, David Verfasser aut Pricing foreign exchange options incorporating purchasing power parity David W.K. Yeung, Michael Tow Cheung 2nd ed Hong Kong Hong Kong University Press 1998 1 Online-Ressource (91 pages) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references and index FOREWORD BY STEVEN N.S. CHEUNG; ACKNOWLEDGEMENTS; TABLE OF CONTENTS; CHAPTER 1 PREAMBLE; CHAPTER 2 DEFINITIONS AND TERMINOLOGY; CHAPTER 3 TECHNICAL GLOSSARY; CHAPTER 4 STOCHASTIC ASSUMPTIONS AND OPTION PRICING; CHAPTER 5 THE BLACK-SCHOLES OPTIONS THEORY; CHAPTER 6 GEOMETRIC BROWNIAN MOTION, "ALMOST CERTAIN RUIN", AND ASSET MARKETS EQUILIBRIUM IN OPTIONS PRICING; CHAPTER 7 NON RANDOM WALK EFFECTS AND A NEW STOCHASTIC SPECIFICATION; CHAPTER 8 PRICING FOREIGN EXCHANGE OPTIONS INCORPORATING PURCHASING POWER PARITY; CHAPTER 9 CONCLUSIONS; A Note on Software; Index Business BUSINESS & ECONOMICS / Foreign Exchange bisacsh BUSINESS & ECONOMICS / Finance bisacsh Foreign exchange / Mathematical models fast Options (Finance) / Prices / Mathematical models fast Mathematisches Modell Wirtschaft Foreign exchange Mathematical models Options (Finance) Prices Mathematical models Cheung, Michael Tow Sonstige oth http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=321939 Aggregator Volltext |
| spellingShingle | Yeung, David Pricing foreign exchange options incorporating purchasing power parity Business BUSINESS & ECONOMICS / Foreign Exchange bisacsh BUSINESS & ECONOMICS / Finance bisacsh Foreign exchange / Mathematical models fast Options (Finance) / Prices / Mathematical models fast Mathematisches Modell Wirtschaft Foreign exchange Mathematical models Options (Finance) Prices Mathematical models |
| title | Pricing foreign exchange options incorporating purchasing power parity |
| title_auth | Pricing foreign exchange options incorporating purchasing power parity |
| title_exact_search | Pricing foreign exchange options incorporating purchasing power parity |
| title_full | Pricing foreign exchange options incorporating purchasing power parity David W.K. Yeung, Michael Tow Cheung |
| title_fullStr | Pricing foreign exchange options incorporating purchasing power parity David W.K. Yeung, Michael Tow Cheung |
| title_full_unstemmed | Pricing foreign exchange options incorporating purchasing power parity David W.K. Yeung, Michael Tow Cheung |
| title_short | Pricing foreign exchange options |
| title_sort | pricing foreign exchange options incorporating purchasing power parity |
| title_sub | incorporating purchasing power parity |
| topic | Business BUSINESS & ECONOMICS / Foreign Exchange bisacsh BUSINESS & ECONOMICS / Finance bisacsh Foreign exchange / Mathematical models fast Options (Finance) / Prices / Mathematical models fast Mathematisches Modell Wirtschaft Foreign exchange Mathematical models Options (Finance) Prices Mathematical models |
| topic_facet | Business BUSINESS & ECONOMICS / Foreign Exchange BUSINESS & ECONOMICS / Finance Foreign exchange / Mathematical models Options (Finance) / Prices / Mathematical models Mathematisches Modell Wirtschaft Foreign exchange Mathematical models Options (Finance) Prices Mathematical models |
| url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=321939 |
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