Currency Options and Exchange Rate Econo

Currency Options and Exchange Rate Econo
1 569,-
E-bøkene legges i din ARK-leseapp. Bøkene kan også lastes ned fra Din side.
Logg deg inn for å gjennomføre dette kjøpet med ett klikk!

Etter at kjøpet er gjennomført vil boken være tilgjengelig på «din side» og i ARK-appen
Format E-Bok
Filformat PDF
Utgivelsesår 1998
Forlag World Scientific Publishing Co
Språk Engelsk
ISBN 9789812812551
Sider 220
Se flere detaljer  

Om Currency Options and Exchange Rate Econo

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.Contents: Learning from Currency Option Markets: An Overview (Z-H Chen)An Introduction to Option Pricing Theory (P G Zhang)An Introduction to Currency Option Markets (A M Malz)The Implied Volatility in Prices of Foreign Currency Options (L O Scott)Learning from the Term Structure of Implied Volatility in Foreign Exchange Options (J M Campa & P H K Chang)Options and the Currency Risk Premium (R K Lyons)Option Prices and the Probability Distribution of Exchange Rates (A M Malz)The ERM Realignment Probabilities: Estimates Using Option Prices (A M Malz)Options on Exchange Rates in Target Zones (J M Campa & P H K Chang)Inferring Market Expectations Using Currency Option Price and Volume Data (Z-H Chen & C A E Goodhart)Readership: Graduate students in economics & finance, academic researchers, central bank staff and private industry financiers.Key Features:Includes contributions from many leading scholars in the field from countries such as North America, Taiwan and the PRC, as well as participants in China's reform programsProvides a road map of China in transition between the Jiang Zemin and post-Jiang eras and on the eve of intense international focus that will accompany the Beijing OlympicsBridges the gap between the academic and the policy-making communities


ARKs anbefalinger

Det finnes ingen vurderinger av dette produktet. Skriv anmeldelse


Tips en venn