Pricing Foreign Exchange Options PDF ePub eBook

Books Info:

Pricing Foreign Exchange Options free pdf 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 model exchange rate dynamics under the influence of purchasing power parity.

About Michael Tow Cheung

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Details Book

Author : Michael Tow Cheung
Publisher : Hong Kong University Press
Data Published : 01 February 1998
ISBN : 9622094546
EAN : 9789622094543
Format Book : PDF, Epub, DOCx, TXT
Number of Pages : 104 pages
Age + : 15 years
Language : English
Rating :

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  • Pricing Foreign Exchange Options free pdfPricing Foreign Exchange Options

    . 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 ass