Matches in Harvard for { <http://id.lib.harvard.edu/aleph/007620469/catalog> ?p ?o. }
Showing items 1 to 21 of
21
with 100 items per page.
- catalog contributor b10532412.
- catalog contributor b10532413.
- catalog created "1998.".
- catalog date "1998".
- catalog date "1998.".
- catalog dateCopyrighted "1998.".
- catalog description "1. Learning from Currency Option Markets: An Overview / Zhaohui Chen -- 2. An Introduction to Option Pricing Theory / Peter G. Zhang -- 3. An Introduction to Currency Option Markets / Allan M. Malz -- 4. The Implied Volatility in Prices of Foreign Currency Options / Louis O. Scott -- 5. Learning from the Term Structure of Implied Volatility in Foreign Exchange Options / Jose Manuel Campa and P.H. Kevin Chang -- 6. Options and the Currency Risk Premium / Richard K. Lyons -- 7. Option Prices and the Probability Distribution of Exchange Rates / Allan M. Malz -- 8. The ERM Realignment Probabilities: Estimates Using Option Prices / Allan M. Malz -- 9. Options on Exchange Rates in Target Zones / Jose Manuel Campa and P.H. Kevin Chang -- 10. Inferring Market Expectations Using Currency Option Price and Volume Data / Zhaohui Chen and Charles A.E. Goodhart.".
- catalog description "Includes bibliographical references and index.".
- catalog extent "x, 206 p. :".
- catalog identifier "9810226195 (alk. paper)".
- catalog issued "1998".
- catalog issued "1998.".
- catalog language "eng".
- catalog publisher "Singapore ; [River Edge,] N.J. : World Scientific,".
- catalog subject "332.64/5 21".
- catalog subject "Foreign exchange rates.".
- catalog subject "HG6024.A3 C87 1997".
- catalog subject "Options (Finance)".
- catalog tableOfContents "1. Learning from Currency Option Markets: An Overview / Zhaohui Chen -- 2. An Introduction to Option Pricing Theory / Peter G. Zhang -- 3. An Introduction to Currency Option Markets / Allan M. Malz -- 4. The Implied Volatility in Prices of Foreign Currency Options / Louis O. Scott -- 5. Learning from the Term Structure of Implied Volatility in Foreign Exchange Options / Jose Manuel Campa and P.H. Kevin Chang -- 6. Options and the Currency Risk Premium / Richard K. Lyons -- 7. Option Prices and the Probability Distribution of Exchange Rates / Allan M. Malz -- 8. The ERM Realignment Probabilities: Estimates Using Option Prices / Allan M. Malz -- 9. Options on Exchange Rates in Target Zones / Jose Manuel Campa and P.H. Kevin Chang -- 10. Inferring Market Expectations Using Currency Option Price and Volume Data / Zhaohui Chen and Charles A.E. Goodhart.".
- catalog title "Currency options and exchange rate economics / [edited by] Zhaohui Chen.".
- catalog type "text".