Pricing foreign exchange options : incorporating purchasing power parity /

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 mod...

Full description

Saved in:
Main Author: Yeung, David.
Other Authors: Cheung, Michael Tow.
Format: Book Electronic
Published:Hong Kong : Hong Kong University Press, 1998.
Edition:2nd ed.
Online Access:EBSCOhost Access is available only to authorized users.
Tags: Add Tag
No Tags, Be the first to tag this record!

Elmhurst College

Location: Electronic Resource - see related URL

Call Number: EBSCOhost
Copy 1
Online Access:EBSCOhost Access is available only to authorized users.