عنوان

Currency options and exchange rate economics /

شابک

9789812812551

شابک

9812812555

شابک اشتباه

9789810226190

شابک اشتباه

9810226195

عنوان اصلي

Currency options and exchange rate economics /

نام عام مواد

[Book]

نام نخستين پديدآور

editor, Zhaohui Chen.

محل نشرو پخش و غیره

River Edge, N.J. :

نام ناشر، پخش کننده و غيره

World Scientific,

تاریخ نشرو بخش و غیره

©1998.

نام خاص و کميت اثر

1 online resource (x, 206 pages) :

ساير جزييات

illustrations

متن يادداشت

Includes bibliographical references and index.

متن يادداشت

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.

بدون عنوان

0

متن يادداشت

This volume is a collection of classical and recent empirical studies of currency options and their implications for issues of exchange rate economics, such as exchange rate risk premium, volatility, market expectations, and credibility of exchange rate regimes. It contains applications on how to extract useful information from option market data for financial forecasting policy purposes. The subjects are discussed in a self-contained, user-friendly format, with introductory chapters on currency option theory and currency option markets. The book can be used as supplementary reading for graduate finance and international economics courses, as training material for central bank and regulatory authorities, or as a reference book for financial analysts.

عنوان

Currency options and exchange rate economics.

شماره استاندارد بين المللي کتاب و موسيقي

9810226195

موضوع مستند نشده

Foreign exchange rates.

موضوع مستند نشده

Options (Finance)

موضوع مستند نشده

BUSINESS & ECONOMICS-- Investments & Securities-- General.

موضوع مستند نشده

Foreign exchange rates.

موضوع مستند نشده

Options (Finance)

موضوع مستند نشده

BUS-- 036000

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Chen, Zhaohui,1963-

تاريخ عمليات

20200823221232.0

قواعد فهرست نويسي ( بخش توصيفي )

pn

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y