Advances in Futures and Options Research

Inbunden, Engelska, 1996

Del 9 i serien Advances in Futures and Options Research

1 587 kr

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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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