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Author : Joseph P. Ghalbouni
Publisher : Unknown
Page : 128 pages
File Size : 41,9 Mb
Release : 1989
Category : Electronic
ISBN : OCLC:1032953271
Author : Bernard Dumas,Lars Peter Jennergren,Bertil Näslund
Publisher : Unknown
Page : 32 pages
File Size : 50,9 Mb
Release : 1993
Category : Currency convertibility
ISBN : UCSD:31822016754392
This paper develops a model for valuing options on a currency which is maintained within a band. The starting point of our model is the well known Krugman model for exchange-rate behavior within a target zone. Results from model runs provide insight into evidence reported by other authors of mispricing of currency options by extensions of the Black-Scholes model.
Author : G. Harcourt,Peter Kriesler,Joseph Halevi,John Nevile
Publisher : Springer
Page : 444 pages
File Size : 47,5 Mb
Release : 2017-03-21
Category : Business & Economics
ISBN : 9781137475350
Joseph Halevi, G. C. Harcourt, Peter Kriesler and J. W. Nevile bring together a collection of their most influential papers on post-Keynesian thought. Their work stresses the importance of the underlying institutional framework, of the economy as a historical process and, therefore, of path determinacy. In addition, their essays suggest the ultimate goal of economics is as a tool to inform policy and make the world a better place, with better being defined by an overriding concern with social justice. Volume II assess application and policies.
Author : David W.K. Yeung,Michael Tow Cheung
Publisher : Hong Kong University Press
Page : 105 pages
File Size : 50,6 Mb
Release : 1998-02-01
Category : Business & Economics
ISBN : 9789622094543
This book develops a new and interesting approach to the valuation of foreign exchange options. The authors synthesise international monetary theory with the Samuelson-Black-Scholes insight that assets prices follow diffusion processes, and obtain a system of stochastic differential equations to model exchange rate dynamics under the influence of purchasing power parity. An exact formula to price foreign currency options is obtained, which incorporates the influence of its purchasing power parity. The book is essential to advanced undergraduate and graduate students who wish to learn about the modern theory of foreign exchange options. Since its results are completely operational, the book will also prove to be invaluable for practitioners in the financial markets.
Author : Siegfried Hecker,Gian-Carlo Rota
Publisher : Springer Science & Business Media
Page : 284 pages
File Size : 43,7 Mb
Release : 2013-12-01
Category : Science
ISBN : 9781461207771
This collection represents a unique undertaking in scientific publishing to honor Nick Metropolis, the last survivor of the World War II Manhattan Project in Los Alamos. In this volume, some of the leading scientists and humanists of our time have contributed essays related to their respective disciplines, exploring various aspects of future developments in science and society, philosophy, national security, nuclear power, pure and applied mathematics, physics and biology, particle physics, computing, and information science.
Author : Anonim
Publisher : Unknown
Page : 784 pages
File Size : 43,6 Mb
Release : 1998
Category : Dissertation abstracts
ISBN : UOM:39015086908186
Author : International Monetary Fund
Publisher : International Monetary Fund
Page : 132 pages
File Size : 41,9 Mb
Release : 2004-05-19
Category : Business & Economics
ISBN : 9781498330282
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Author : Rita Biswas,Michael Michaelides
Publisher : Emerald Group Publishing
Page : 190 pages
File Size : 53,5 Mb
Release : 2019-10-24
Category : Business & Economics
ISBN : 9781789733914
This volume, dedicated to John W. Kensinger, explores a variety of topics in financial economics, including firm growth, investment risks, and the profitability of the banking industry. With its global perspective, Essays in Financial Economics is a valuable addition to the bookshelf of any researcher in finance.
Author : Maria Cristina Marcuzzo
Publisher : Cambridge Scholars Publishing
Page : 369 pages
File Size : 40,8 Mb
Release : 2019-05-02
Category : History
ISBN : 9781527534063
This collection of essays of provides a comprehensive and detailed account of several aspects of the Cambridge School of Economics, which featured a number of outstanding figures such as Keynes, Sraffa, Kahn, and Joan Robinson. Scholars interested in heterodox economics, the history of economic thought and political economy will find in this book the Keynesian leitmotivs—the fight against unemployment, and the roles of money and uncertainty—which make Keynes’s legacy relevant for today’s world. The contributions here are written in the spirit of Keynes, and are persuasive and accessible to the general public.
Author : Miranda S. Goeltom
Publisher : Gramedia Pustaka Utama
Page : 624 pages
File Size : 47,5 Mb
Release : 2007
Category : Indonesia
ISBN : 9792233393
Author : Don M. Chance
Publisher : John Wiley & Sons
Page : 403 pages
File Size : 44,5 Mb
Release : 2011-07-05
Category : Business & Economics
ISBN : 9781118160640
In the updated second edition of Don Chance’s well-received Essays in Derivatives, the author once again keeps derivatives simple enough for the beginner, but offers enough in-depth information to satisfy even the most experienced investor. This book provides up-to-date and detailed coverage of various financial products related to derivatives and contains completely new chapters covering subjects that include why derivatives are used, forward and futures pricing, operational risk, and best practices.
Author : C. Rangarajan,R. Kannan (of Reserve Bank of India.)
Publisher : Academic Foundation
Page : 362 pages
File Size : 49,6 Mb
Release : 2004
Category : Business & Economics
ISBN : 8171883389
This Twin-Volume Publication Brings Together Some Of The Path-Breaking Writings Of Distinguished Economist Dr. C. Rangarajan On Various Aspects Of India`S Economy. Vol. I Covers Agrculture, Industry And The Economy; Monetary System And Financial Sector. Vol. Ii Covers Fiscal Sector; External Sector. Useful For Economists, Researchers, Students, Bankers, Policymakers Etc.
Author : David G. Dickinson,Bill Allen
Publisher : Psychology Press
Page : 305 pages
File Size : 46,6 Mb
Release : 2002
Category : Capital movements
ISBN : 9780415251358
Max Fry was known internationally for his research on international and domestic financial issues. This book draws together contributions from a range of academic and policy-making friends and colleagues.
Author : Ian F.G. Baxter
Publisher : University of Toronto Press
Page : 218 pages
File Size : 41,6 Mb
Release : 1966-12-15
Category : Law
ISBN : 9781442633360
This book contains a series of essays on conflict laws, including jurisdiction of the courts, choice of law, renvoi, property, recognition of family status, and recognition of foreign corporations. It is not a text-book, but an analysis and criticism of existing principles with recommendations for reform and for a different approach to the subject. In general, an approach is advocated that will be simpler and less abstract and doctrinaire than at present, and better integrated with the ordinary laws of the forum. The recommendations made could be thought of as principles on which to build a reform of conflict of laws or a model code. The first two chapters deal with jurisdiction and choice of law, two distinct topics, with different considerations of policy, which have not always been kept distinct by judges and text writers. The third chapter considers certain questions of legal interpretation, mainly in the construction of money obligations expressed in a foreign currency. This shows a working out of the problems of contract analysis and interpretation which are dealt with more generally in other chapters. Another chapter discusses property law, a branch of the law which has been influenced, historically, by the doctrine of situs, and the recognition of status in family law and in corporation law. The concluding chapter draws together the main results of the preceding discussion and states from basic principles, one of which is that there is a need “for greater unity between the conflict rules and the general law,” and for “allowing, where appropriate, the influence of legal systems other than that of the forum.” Professor Baxter’s discussion clearly shows that the complexity of current legal theory can lead to unjust rulings in the courts, and his case for greater simplification is argued compellingly.
Author : Alexander Chudik,Cheng Hsiao,Allan Timmermann
Publisher : Emerald Group Publishing
Page : 316 pages
File Size : 40,7 Mb
Release : 2022-01-18
Category : Business & Economics
ISBN : 9781802620634
The collection of chapters in Volume 43 Part A of Advances in Econometrics serves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran.