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...

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Bibliographic Details
Main Author: Yeung, David.
Other Authors: Cheung, Michael Tow.
Format: eBook
Published: Hong Kong : Hong Kong University Press, 1998.
Edition:2nd ed.
Online Access:CONNECT

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