Advances in Futures and Options Research
JAI Press Inc. (Verlag)
978-1-55938-852-8 (ISBN)
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Editorial statement; abstracts; Black-Scholes approximation of warrant prices, Alain Bensoussan et al; Computing the Black-Scholes implied volatility - generalization of a simple formula, M.A. J. Bharadia et al; An LP approach to option portfolio selection, Richard J. Rendleman; An LP approach to synthetic option replication with transaction costs and multiple security selection, Patrick Dennis, Richard J. Rendleman; State space symmetry and two-factor option pricing models, Marc Chesney, Rajna Gibson; Currency option pricing in a family of exchange rate regimes, Niklas Ekvall et al; Options as linear complementarity problems - analysis and finite-difference solutions, J.N. Dewynne, P. Willmott; Default premiums and quality spread differentials in stochastic interest rate economy, Masayuki Ikelda; Placing no-arbitrage bounds on the value of non-marketable and thinly-traded securities, Francis A. Longstaff; A one-factor lognormal Markovian interest rate model - theory and implementations, Along Li; Options on forward and futures contacts in the affine term structure model, B. Leblanc, O. Scaillet; Valuation of two-factor term structure models, D. Goldman et al.
| Erscheint lt. Verlag | 20.3.1996 |
|---|---|
| Reihe/Serie | Advances in Futures and Options Research |
| Sprache | englisch |
| Maße | 152 x 229 mm |
| Gewicht | 632 g |
| Themenwelt | Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung |
| Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie | |
| ISBN-10 | 1-55938-852-8 / 1559388528 |
| ISBN-13 | 978-1-55938-852-8 / 9781559388528 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
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