Advances in Futures and Options Research (9): Vol 9 - Rilegato

 
9780762301256: Advances in Futures and Options Research (9): Vol 9
Rilegato
ISBN 10: 0762301252 ISBN 13: 9780762301256
Casa editrice: Jai, 1996

Sinossi

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

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Contenuti

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).

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Jai
Data di pubblicazione
1996
Lingua
Inglese
ISBN 10 
0762301252
ISBN 13 
9780762301256
Rilegatura
Copertina rigida
Numero di pagine
296
Redattore
Boyle Phelim, Pennacchi George, Ritchken Peter
Contatto del produttore
non disponibile
Persona responsabile
non disponibile