|
Dòng
|
Nội dung
|
|
1
|
|
|
2
|
Currency options and exchange rate economics / Zhaohui Chen editor
Singapore : World Scientific, 1998
x, 206 pages. : illustrations ; 26 cm.
Ký hiệu phân loại (DDC): 332.45
This volume is a collection of classical and recent empirical studies of currency options and their implications for issues of exchange rate economics, such as exchange rate risk premium, volatility, market expectations, and credibility of exchange rate regimes. It contains applications on how to extract useful information from option market data for financial forecasting policy purposes. The subjects are discussed in a self-contained, user-friendly format, with introductory chapters on currency option theory and currency option markets. The book can be used as supplementary reading for graduate finance and international economics courses, as training material for central bank and regulatory authorities, or as a reference book for financial analysts
Số bản sách:
(1)
Tài liệu số:
(0)
|
|
3
|
Option pricing in incomplete markets :modeling based on geometric Lévy processes and minimal entropy Martingale measures /Yoshio Miyahara
London :Imperial College Press, 2012
xiv, 185 pages. : illustrations ; 24 cm.
Ký hiệu phân loại (DDC): 332.64
This volume offers the reader practical methods to compute the option prices in the incomplete asset markets. The [GLP & MEMM] pricing models are clearly introduced, and the properties of these models are discussed in great detail. It is shown that the geometric Levy process (GLP) is a typical example of the incomplete market, and that the MEMM (minimal entropy martingale measure) is an extremely powerful pricing measure. This volume also presents the calibration procedure of the [GLP \ & MEMM] model that has been widely used in the application of practical problems
Số bản sách:
(10)
Tài liệu số:
(0)
|
|
|
|
|