Pricing foreign exchange options : incorporating purchasing power parity /

Bibliographic Details
Main Author:	Yeung, David
Other Authors:	Cheung, Michael Tow
Format:	eBook
Language:	English
Published:	Hong Kong [China] : Hong Kong University Press, 1998.
Edition:	2nd ed.
Subjects:	Options (Finance) > Prices > Mathematical models. Foreign exchange > Mathematical models. Electronic books.
Online Access:	Connect to the full text of this electronic book

Table of Contents:

Ch. 1. Preamble
Ch. 2. Definitions and Terminology
Ch. 3. Technical Glossary
Ch. 4. Stochastic Assumptions and Option Pricing
Ch. 5. The Black-Scholes Options Theory
Ch. 6. Geometric Brownian Motion, "Almost Certain Ruin", and Asset Markets Equilibrium in Options Pricing
Ch. 7. Non Random Walk Effects and a New Stochastic Specification
Ch. 8. Pricing Foreign Exchange Options Incorporating Purchasing Power Parity
Ch. 9. Conclusions.