Advances in Futures and Options Research

Inbunden, Engelska, 1996

Del 9 i serien Advances in Futures and Options Research

1 604 kr

Beställningsvara. Skickas inom 5-8 vardagar. Fri frakt över 249 kr.

Beskrivning

Part of a series which focuses on advances in futures and options research, this volume discusses a variety of topics in the field.

Produktinformation

Utgivningsdatum:1996-11-19
Mått:156 x 234 x 19 mm
Vikt:620 g
Format:Inbunden
Språk:Engelska
Serie:Advances in Futures and Options Research
Antal sidor:316
Förlag:Emerald Publishing Limited
ISBN:9780762301256

Utforska kategorier

Mikroekonomi inom Ekonomi och Ledarskap
Finansiering inom Ekonomi och Ledarskap

Innehållsförteckning

An option-based approach to analyzing financial contracts with multiple indenture provisions (D.Rich, R. Leipus). Using stock price as numeraire in option pricing models with non-constant volatility (A. Li). The skewness premium: option pricing under asymmetric processes (D.S. Bates). Negative option values implicit in extendible Canadian Treasury Bonds (G. Athanassakos, P. Carayannopoulos and Yison Tian). Valuation of options on several risky assets when there are transactions costs (P.P. Boyle, Xiaodon Lin). Average Inter-security correlation coefficients: implications for the timing of hedging decisions (R. Brooks, J.M. Clark). Numeraire invariance and generalized risk neutral valuation (A. Kocic). The valuation of default risk in corporate bonds and interest rate swaps (S.S. Nielsen, E.I. Ronn). Testing term structure estimation methods (R.R. Bliss). Currency-translated foreign equity options: the American case (K.B. Toft, E.S. Reiner). The valuation of American options with the method of lines (G.H. Meyer, J. can der Hoek). The latest range (A.L. Tucker, J.Z. Wei).

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Elaborate Selves

E Mark Stern

Inbunden, 1996

774 kr

Del 8

Advances in Futures and Options Research

Phelim P. Boyle, Frances A. Longstaff, Peter Ritchken, Don M. Chance, Robert R. Trippi

Inbunden, 1996

1 604 kr

Del 10

Advances in Futures and Options Research

Phelim P. Boyle, George Pennacchi, Phelim P. Boyle, George Pennacchi, Peter Ritchken

Inbunden, 1999

1 697 kr

Managing Strategy Processes in Emergent Industries

Johan Roos, Georg von Krogh

Inbunden, 1996

1 703 kr

First World Hunger

Graham Riches

Häftad, 1996

603 kr

Thru the Bible Vol. 55: The Epistles (2 Peter)

J. Vernon McGee

Häftad, 1996

106 kr

Rationality Redeemed?

Harvey Siegel

Häftad, 1996

411 kr

Drugs and Human Lactation

L.J. Notarianni, M.C. Neville, P.J. Mountford, I. Matheson, C. Lazarus, S. Edwards, E.J. Begg, C.J. Bates, C. Walsh, D. Reinhardt, Ajay Rane, A. Prentiss, A. Astrup-Jensen, P.N. Bennett

E-bok

1996

4 712 kr

Advanced Catalysts and Nanostructured Materials

William R. Moser

Inbunden, 1996

1 315 kr

Advances in Futures and Options Research

AvPhelim P. Boyle,George Pennacchi

Inbunden, Engelska, 1996

Del 9 i serien Advances in Futures and Options Research

1 604 kr

Beställningsvara. Skickas inom 5-8 vardagar. Fri frakt över 249 kr.

Beskrivning

Part of a series which focuses on advances in futures and options research, this volume discusses a variety of topics in the field.

Produktinformation

Utgivningsdatum:1996-11-19
Mått:156 x 234 x 19 mm
Vikt:620 g
Format:Inbunden
Språk:Engelska
Serie:Advances in Futures and Options Research
Antal sidor:316
Förlag:Emerald Publishing Limited
ISBN:9780762301256

Utforska kategorier

Mikroekonomi inom Ekonomi och Ledarskap
Finansiering inom Ekonomi och Ledarskap

Innehållsförteckning

An option-based approach to analyzing financial contracts with multiple indenture provisions (D.Rich, R. Leipus). Using stock price as numeraire in option pricing models with non-constant volatility (A. Li). The skewness premium: option pricing under asymmetric processes (D.S. Bates). Negative option values implicit in extendible Canadian Treasury Bonds (G. Athanassakos, P. Carayannopoulos and Yison Tian). Valuation of options on several risky assets when there are transactions costs (P.P. Boyle, Xiaodon Lin). Average Inter-security correlation coefficients: implications for the timing of hedging decisions (R. Brooks, J.M. Clark). Numeraire invariance and generalized risk neutral valuation (A. Kocic). The valuation of default risk in corporate bonds and interest rate swaps (S.S. Nielsen, E.I. Ronn). Testing term structure estimation methods (R.R. Bliss). Currency-translated foreign equity options: the American case (K.B. Toft, E.S. Reiner). The valuation of American options with the method of lines (G.H. Meyer, J. can der Hoek). The latest range (A.L. Tucker, J.Z. Wei).

Du kanske också är intresserad av

10% rabatt på allt

Exit Adventskalender - Julens magi (SE)

Exit

499 kr

Elaborate Selves

E Mark Stern

Inbunden, 1996

774 kr

Del 8

Advances in Futures and Options Research

Phelim P. Boyle, Frances A. Longstaff, Peter Ritchken, Don M. Chance, Robert R. Trippi

Inbunden, 1996

1 604 kr

Del 10

Advances in Futures and Options Research

Phelim P. Boyle, George Pennacchi, Phelim P. Boyle, George Pennacchi, Peter Ritchken

Inbunden, 1999

1 697 kr

Managing Strategy Processes in Emergent Industries

Johan Roos, Georg von Krogh

Inbunden, 1996

1 703 kr

First World Hunger

Graham Riches

Häftad, 1996

603 kr

Thru the Bible Vol. 55: The Epistles (2 Peter)

J. Vernon McGee

Häftad, 1996

106 kr

Rationality Redeemed?

Harvey Siegel

Häftad, 1996

411 kr

Drugs and Human Lactation

L.J. Notarianni, M.C. Neville, P.J. Mountford, I. Matheson, C. Lazarus, S. Edwards, E.J. Begg, C.J. Bates, C. Walsh, D. Reinhardt, Ajay Rane, A. Prentiss, A. Astrup-Jensen, P.N. Bennett

E-bok

1996

4 712 kr

Advanced Catalysts and Nanostructured Materials

William R. Moser

Inbunden, 1996

1 315 kr