Pricing foreign exchange options incorporating purchasing power parity
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hong Kong
Hong Kong University Press
1998
|
| Ausgabe: | 2nd ed |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
MARC
| LEADER | 00000nam a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV042963145 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 151030s1998 xx o|||| 00||| eng d | ||
| 020 | |a 9789882202535 |c electronic bk. |9 978-988-220-253-5 | ||
| 020 | |a 9882202535 |c electronic bk. |9 988-220-253-5 | ||
| 035 | |a (OCoLC)651026496 | ||
| 035 | |a (DE-599)BVBBV042963145 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-1046 |a DE-1047 | ||
| 082 | 0 | |a 332.45 |2 22 | |
| 100 | 1 | |a Yeung, David |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Pricing foreign exchange options |b incorporating purchasing power parity |c David W.K. Yeung, Michael Tow Cheung |
| 250 | |a 2nd ed | ||
| 264 | 1 | |a Hong Kong |b Hong Kong University Press |c 1998 | |
| 300 | |a 1 Online-Ressource (91 pages) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 500 | |a Includes bibliographical references and index | ||
| 500 | |a FOREWORD BY STEVEN N.S. CHEUNG; ACKNOWLEDGEMENTS; TABLE OF CONTENTS; CHAPTER 1 PREAMBLE; CHAPTER 2 DEFINITIONS AND TERMINOLOGY; CHAPTER 3 TECHNICAL GLOSSARY; CHAPTER 4 STOCHASTIC ASSUMPTIONS AND OPTION PRICING; CHAPTER 5 THE BLACK-SCHOLES OPTIONS THEORY; CHAPTER 6 GEOMETRIC BROWNIAN MOTION, "ALMOST CERTAIN RUIN", AND ASSET MARKETS EQUILIBRIUM IN OPTIONS PRICING; CHAPTER 7 NON RANDOM WALK EFFECTS AND A NEW STOCHASTIC SPECIFICATION; CHAPTER 8 PRICING FOREIGN EXCHANGE OPTIONS INCORPORATING PURCHASING POWER PARITY; CHAPTER 9 CONCLUSIONS; A Note on Software; Index | ||
| 650 | 4 | |a Business | |
| 650 | 7 | |a BUSINESS & ECONOMICS / Foreign Exchange |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS / Finance |2 bisacsh | |
| 650 | 7 | |a Foreign exchange / Mathematical models |2 fast | |
| 650 | 7 | |a Options (Finance) / Prices / Mathematical models |2 fast | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Foreign exchange |x Mathematical models | |
| 650 | 4 | |a Options (Finance) |x Prices |x Mathematical models | |
| 700 | 1 | |a Cheung, Michael Tow |e Sonstige |4 oth | |
| 856 | 4 | 0 | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=321939 |x Aggregator |3 Volltext |
| 912 | |a ZDB-4-EBA | ||
| 912 | |a ZDB-4-EBU | ||
| 940 | 1 | |q FAW_PDA_EBA | |
| 940 | 1 | |q FLA_PDA_EBU | |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-028389012 | |
Datensatz im Suchindex
| _version_ | 1819295159469211648 |
|---|---|
| any_adam_object | |
| author | Yeung, David |
| author_facet | Yeung, David |
| author_role | aut |
| author_sort | Yeung, David |
| author_variant | d y dy |
| building | Verbundindex |
| bvnumber | BV042963145 |
| collection | ZDB-4-EBA ZDB-4-EBU |
| ctrlnum | (OCoLC)651026496 (DE-599)BVBBV042963145 |
| dewey-full | 332.45 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.45 |
| dewey-search | 332.45 |
| dewey-sort | 3332.45 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 2nd ed |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02322nam a2200493zc 4500</leader><controlfield tag="001">BV042963145</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">151030s1998 xx o|||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789882202535</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">978-988-220-253-5</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9882202535</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">988-220-253-5</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)651026496</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV042963145</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-1046</subfield><subfield code="a">DE-1047</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.45</subfield><subfield code="2">22</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Yeung, David</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Pricing foreign exchange options</subfield><subfield code="b">incorporating purchasing power parity</subfield><subfield code="c">David W.K. Yeung, Michael Tow Cheung</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">2nd ed</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Hong Kong</subfield><subfield code="b">Hong Kong University Press</subfield><subfield code="c">1998</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (91 pages)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">FOREWORD BY STEVEN N.S. CHEUNG; ACKNOWLEDGEMENTS; TABLE OF CONTENTS; CHAPTER 1 PREAMBLE; CHAPTER 2 DEFINITIONS AND TERMINOLOGY; CHAPTER 3 TECHNICAL GLOSSARY; CHAPTER 4 STOCHASTIC ASSUMPTIONS AND OPTION PRICING; CHAPTER 5 THE BLACK-SCHOLES OPTIONS THEORY; CHAPTER 6 GEOMETRIC BROWNIAN MOTION, "ALMOST CERTAIN RUIN", AND ASSET MARKETS EQUILIBRIUM IN OPTIONS PRICING; CHAPTER 7 NON RANDOM WALK EFFECTS AND A NEW STOCHASTIC SPECIFICATION; CHAPTER 8 PRICING FOREIGN EXCHANGE OPTIONS INCORPORATING PURCHASING POWER PARITY; CHAPTER 9 CONCLUSIONS; A Note on Software; Index</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Business</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Foreign Exchange</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Finance</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Foreign exchange / Mathematical models</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Options (Finance) / Prices / Mathematical models</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Foreign exchange</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Options (Finance)</subfield><subfield code="x">Prices</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Cheung, Michael Tow</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=321939</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-EBA</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-EBU</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">FAW_PDA_EBA</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">FLA_PDA_EBU</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028389012</subfield></datafield></record></collection> |
| id | DE-604.BV042963145 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-24T04:37:44Z |
| institution | BVB |
| isbn | 9789882202535 9882202535 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028389012 |
| oclc_num | 651026496 |
| open_access_boolean | |
| owner | DE-1046 DE-1047 |
| owner_facet | DE-1046 DE-1047 |
| physical | 1 Online-Ressource (91 pages) |
| psigel | ZDB-4-EBA ZDB-4-EBU FAW_PDA_EBA FLA_PDA_EBU |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| publisher | Hong Kong University Press |
| record_format | marc |
| spelling | Yeung, David Verfasser aut Pricing foreign exchange options incorporating purchasing power parity David W.K. Yeung, Michael Tow Cheung 2nd ed Hong Kong Hong Kong University Press 1998 1 Online-Ressource (91 pages) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references and index FOREWORD BY STEVEN N.S. CHEUNG; ACKNOWLEDGEMENTS; TABLE OF CONTENTS; CHAPTER 1 PREAMBLE; CHAPTER 2 DEFINITIONS AND TERMINOLOGY; CHAPTER 3 TECHNICAL GLOSSARY; CHAPTER 4 STOCHASTIC ASSUMPTIONS AND OPTION PRICING; CHAPTER 5 THE BLACK-SCHOLES OPTIONS THEORY; CHAPTER 6 GEOMETRIC BROWNIAN MOTION, "ALMOST CERTAIN RUIN", AND ASSET MARKETS EQUILIBRIUM IN OPTIONS PRICING; CHAPTER 7 NON RANDOM WALK EFFECTS AND A NEW STOCHASTIC SPECIFICATION; CHAPTER 8 PRICING FOREIGN EXCHANGE OPTIONS INCORPORATING PURCHASING POWER PARITY; CHAPTER 9 CONCLUSIONS; A Note on Software; Index Business BUSINESS & ECONOMICS / Foreign Exchange bisacsh BUSINESS & ECONOMICS / Finance bisacsh Foreign exchange / Mathematical models fast Options (Finance) / Prices / Mathematical models fast Mathematisches Modell Wirtschaft Foreign exchange Mathematical models Options (Finance) Prices Mathematical models Cheung, Michael Tow Sonstige oth http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=321939 Aggregator Volltext |
| spellingShingle | Yeung, David Pricing foreign exchange options incorporating purchasing power parity Business BUSINESS & ECONOMICS / Foreign Exchange bisacsh BUSINESS & ECONOMICS / Finance bisacsh Foreign exchange / Mathematical models fast Options (Finance) / Prices / Mathematical models fast Mathematisches Modell Wirtschaft Foreign exchange Mathematical models Options (Finance) Prices Mathematical models |
| title | Pricing foreign exchange options incorporating purchasing power parity |
| title_auth | Pricing foreign exchange options incorporating purchasing power parity |
| title_exact_search | Pricing foreign exchange options incorporating purchasing power parity |
| title_full | Pricing foreign exchange options incorporating purchasing power parity David W.K. Yeung, Michael Tow Cheung |
| title_fullStr | Pricing foreign exchange options incorporating purchasing power parity David W.K. Yeung, Michael Tow Cheung |
| title_full_unstemmed | Pricing foreign exchange options incorporating purchasing power parity David W.K. Yeung, Michael Tow Cheung |
| title_short | Pricing foreign exchange options |
| title_sort | pricing foreign exchange options incorporating purchasing power parity |
| title_sub | incorporating purchasing power parity |
| topic | Business BUSINESS & ECONOMICS / Foreign Exchange bisacsh BUSINESS & ECONOMICS / Finance bisacsh Foreign exchange / Mathematical models fast Options (Finance) / Prices / Mathematical models fast Mathematisches Modell Wirtschaft Foreign exchange Mathematical models Options (Finance) Prices Mathematical models |
| topic_facet | Business BUSINESS & ECONOMICS / Foreign Exchange BUSINESS & ECONOMICS / Finance Foreign exchange / Mathematical models Options (Finance) / Prices / Mathematical models Mathematisches Modell Wirtschaft Foreign exchange Mathematical models Options (Finance) Prices Mathematical models |
| url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=321939 |
| work_keys_str_mv | AT yeungdavid pricingforeignexchangeoptionsincorporatingpurchasingpowerparity AT cheungmichaeltow pricingforeignexchangeoptionsincorporatingpurchasingpowerparity |