Currency options and exchange rate economics:
Gespeichert in:
Format: | Elektronisch E-Book |
---|---|
Sprache: | English |
Veröffentlicht: |
Singapore
World Scientific
©1998
|
Schlagworte: | |
Online-Zugang: | Volltext |
Beschreibung: | Includes bibliographical references and index 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 |
Beschreibung: | 1 Online-Ressource (x, 206 pages) |
ISBN: | 9789812812551 9812812555 9810226195 9789810226190 |
Internformat
MARC
LEADER | 00000nmm a2200000zc 4500 | ||
---|---|---|---|
001 | BV042967467 | ||
003 | DE-604 | ||
005 | 00000000000000.0 | ||
007 | cr|uuu---uuuuu | ||
008 | 151030s1998 |||| o||u| ||||||eng d | ||
020 | |a 9789812812551 |c electronic bk. |9 978-981-281-255-1 | ||
020 | |a 9812812555 |c electronic bk. |9 981-281-255-5 | ||
020 | |a 9810226195 |9 981-02-2619-5 | ||
020 | |a 9789810226190 |9 978-981-02-2619-0 | ||
035 | |a (OCoLC)827944987 | ||
035 | |a (DE-599)BVBBV042967467 | ||
040 | |a DE-604 |b ger |e aacr | ||
041 | 0 | |a eng | |
082 | 0 | |a 332.64/5 |2 22 | |
245 | 1 | 0 | |a Currency options and exchange rate economics |c editor, Zhaohui Chen |
264 | 1 | |a Singapore |b World Scientific |c ©1998 | |
300 | |a 1 Online-Ressource (x, 206 pages) | ||
336 | |b txt |2 rdacontent | ||
337 | |b c |2 rdamedia | ||
338 | |b cr |2 rdacarrier | ||
500 | |a Includes bibliographical references and index | ||
500 | |a 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 | ||
650 | 4 | |a Opciones (Finanzas) | |
650 | 4 | |a Tasa de cambio | |
650 | 7 | |a BUSINESS & ECONOMICS / Investments & Securities / General |2 bisacsh | |
650 | 7 | |a Foreign exchange rates |2 fast | |
650 | 7 | |a Options (Finance) |2 fast | |
650 | 4 | |a Wirtschaft | |
650 | 4 | |a Options (Finance) | |
650 | 4 | |a Foreign exchange rates | |
650 | 0 | 7 | |a Währungsoption |0 (DE-588)4210451-8 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Wechselkurs |0 (DE-588)4064921-0 |2 gnd |9 rswk-swf |
655 | 7 | |8 1\p |0 (DE-588)4143413-4 |a Aufsatzsammlung |2 gnd-content | |
689 | 0 | 0 | |a Währungsoption |0 (DE-588)4210451-8 |D s |
689 | 0 | 1 | |a Wechselkurs |0 (DE-588)4064921-0 |D s |
689 | 0 | |8 2\p |5 DE-604 | |
700 | 1 | |a Chen, Zhaohui |e Sonstige |4 oth | |
856 | 4 | 0 | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=527769 |x Aggregator |3 Volltext |
912 | |a ZDB-4-EBU | ||
940 | 1 | |q FLA_PDA_EBU | |
999 | |a oai:aleph.bib-bvb.de:BVB01-028393335 | ||
883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
883 | 1 | |8 2\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk |
Datensatz im Suchindex
_version_ | 1804175294748164096 |
---|---|
any_adam_object | |
building | Verbundindex |
bvnumber | BV042967467 |
collection | ZDB-4-EBU |
ctrlnum | (OCoLC)827944987 (DE-599)BVBBV042967467 |
dewey-full | 332.64/5 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 332 - Financial economics |
dewey-raw | 332.64/5 |
dewey-search | 332.64/5 |
dewey-sort | 3332.64 15 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
format | Electronic eBook |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02877nmm a2200541zc 4500</leader><controlfield tag="001">BV042967467</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">151030s1998 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789812812551</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">978-981-281-255-1</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9812812555</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">981-281-255-5</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9810226195</subfield><subfield code="9">981-02-2619-5</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789810226190</subfield><subfield code="9">978-981-02-2619-0</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)827944987</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV042967467</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.64/5</subfield><subfield code="2">22</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Currency options and exchange rate economics</subfield><subfield code="c">editor, Zhaohui Chen</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Singapore</subfield><subfield code="b">World Scientific</subfield><subfield code="c">©1998</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (x, 206 pages)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">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</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Opciones (Finanzas)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Tasa de cambio</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Investments & Securities / General</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Foreign exchange rates</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Options (Finance)</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Options (Finance)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Foreign exchange rates</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Währungsoption</subfield><subfield code="0">(DE-588)4210451-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Wechselkurs</subfield><subfield code="0">(DE-588)4064921-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="8">1\p</subfield><subfield code="0">(DE-588)4143413-4</subfield><subfield code="a">Aufsatzsammlung</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Währungsoption</subfield><subfield code="0">(DE-588)4210451-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Wechselkurs</subfield><subfield code="0">(DE-588)4064921-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">2\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Chen, Zhaohui</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=527769</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-EBU</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">FLA_PDA_EBU</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028393335</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">2\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
genre | 1\p (DE-588)4143413-4 Aufsatzsammlung gnd-content |
genre_facet | Aufsatzsammlung |
id | DE-604.BV042967467 |
illustrated | Not Illustrated |
indexdate | 2024-07-10T07:14:00Z |
institution | BVB |
isbn | 9789812812551 9812812555 9810226195 9789810226190 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028393335 |
oclc_num | 827944987 |
open_access_boolean | |
physical | 1 Online-Ressource (x, 206 pages) |
psigel | ZDB-4-EBU FLA_PDA_EBU |
publishDate | 1998 |
publishDateSearch | 1998 |
publishDateSort | 1998 |
publisher | World Scientific |
record_format | marc |
spelling | Currency options and exchange rate economics editor, Zhaohui Chen Singapore World Scientific ©1998 1 Online-Ressource (x, 206 pages) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references and index 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 Opciones (Finanzas) Tasa de cambio BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Foreign exchange rates fast Options (Finance) fast Wirtschaft Options (Finance) Foreign exchange rates Währungsoption (DE-588)4210451-8 gnd rswk-swf Wechselkurs (DE-588)4064921-0 gnd rswk-swf 1\p (DE-588)4143413-4 Aufsatzsammlung gnd-content Währungsoption (DE-588)4210451-8 s Wechselkurs (DE-588)4064921-0 s 2\p DE-604 Chen, Zhaohui Sonstige oth http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=527769 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Currency options and exchange rate economics Opciones (Finanzas) Tasa de cambio BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Foreign exchange rates fast Options (Finance) fast Wirtschaft Options (Finance) Foreign exchange rates Währungsoption (DE-588)4210451-8 gnd Wechselkurs (DE-588)4064921-0 gnd |
subject_GND | (DE-588)4210451-8 (DE-588)4064921-0 (DE-588)4143413-4 |
title | Currency options and exchange rate economics |
title_auth | Currency options and exchange rate economics |
title_exact_search | Currency options and exchange rate economics |
title_full | Currency options and exchange rate economics editor, Zhaohui Chen |
title_fullStr | Currency options and exchange rate economics editor, Zhaohui Chen |
title_full_unstemmed | Currency options and exchange rate economics editor, Zhaohui Chen |
title_short | Currency options and exchange rate economics |
title_sort | currency options and exchange rate economics |
topic | Opciones (Finanzas) Tasa de cambio BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Foreign exchange rates fast Options (Finance) fast Wirtschaft Options (Finance) Foreign exchange rates Währungsoption (DE-588)4210451-8 gnd Wechselkurs (DE-588)4064921-0 gnd |
topic_facet | Opciones (Finanzas) Tasa de cambio BUSINESS & ECONOMICS / Investments & Securities / General Foreign exchange rates Options (Finance) Wirtschaft Währungsoption Wechselkurs Aufsatzsammlung |
url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=527769 |
work_keys_str_mv | AT chenzhaohui currencyoptionsandexchangerateeconomics |