Essays On Derivative Pricing Models Microform

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Essays on Derivative Pricing Models [microform]

Author : Wulin Suo
Publisher : National Library of Canada = Bibliothèque nationale du Canada
Page : 276 pages
File Size : 53,7 Mb
Release : 2002
Category : Electronic
ISBN : 0612691837

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Essays on Derivative Pricing Models [microform] by Wulin Suo Pdf

Essays on Derivatives Pricing Theory

Author : Ronald C. Heynen
Publisher : Unknown
Page : 228 pages
File Size : 44,6 Mb
Release : 1995
Category : Business & Economics
ISBN : IND:30000057288973

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Essays on Derivatives Pricing Theory by Ronald C. Heynen Pdf

Essays in Derivatives

Author : Don M. Chance
Publisher : Wiley
Page : 384 pages
File Size : 43,5 Mb
Release : 2009-04-22
Category : Business & Economics
ISBN : 9780470283097

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Essays in Derivatives by Don M. Chance Pdf

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.

Pricing Derivatives

Author : Ambar Sengupta
Publisher : Unknown
Page : 312 pages
File Size : 51,5 Mb
Release : 2005
Category : Business & Economics
ISBN : IND:30000101575482

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Pricing Derivatives by Ambar Sengupta Pdf

Irwin Library of Investment and Finance Pricing Derivatives provides investors with a clear understanding of derivative pricing models by first focusing on the underlying mathematics and financial concepts upon which the models were originally built. Trading consultant Professor Ambar Sengupta uses short, to-the-point chapters to examine the relation between price and probability as well as pricing structures of all major derivative instruments. Other topics covered include foundations of stochastic models of pricing, along with methods for establishing optimal prices in terms of the max-min principles that underlie game theory.

Essays on Derivatives Risk Management

Author : Ronnie Söderman
Publisher : Unknown
Page : 134 pages
File Size : 53,9 Mb
Release : 2001
Category : Derivative securities
ISBN : 9515556716

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Essays on Derivatives Risk Management by Ronnie Söderman Pdf

On Testing the Black-scholes Option Pricing Model [microform]

Author : Chaudhury, Mohammed Mahtabuddin
Publisher : National Library of Canada
Page : 550 pages
File Size : 54,5 Mb
Release : 1985
Category : Options (Finance)
ISBN : 031530720X

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On Testing the Black-scholes Option Pricing Model [microform] by Chaudhury, Mohammed Mahtabuddin Pdf

Three Essays in International Asset Pricing

Author : Prasad Padmanabhan
Publisher : Unknown
Page : 828 pages
File Size : 52,6 Mb
Release : 1988
Category : Inflation (Finance)
ISBN : OCLC:427543922

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Three Essays in International Asset Pricing by Prasad Padmanabhan Pdf

"This dissertation consists of three essays in international asset pricing. The first essay develops a model where investors face barriers to foreign portfolio investment. Using the standard mean-variance framework, risk return relationships for all securities are developed. It is also shown that: (1) previous models adopting this approach are special cases of this model, and (2) all investors generally prefer complete removal of barriers over other market structures. Essay #2 empirically explores the issue of the degree of segmentation of the international capital market for risky securities. Using the 'emerging market' (EM) data base, it is shown that the international capital market is neither completely segmented nor completely integrated. Finally, the third essay investigates the relationship between stock returns and inflation for the EM securities. It is shown that stock returns are positively (negatively) related to inflation, for the group of high (low) inflation countries in the sample." --

Dissertation Abstracts International

Author : Anonim
Publisher : Unknown
Page : 734 pages
File Size : 43,9 Mb
Release : 2008
Category : Dissertations, Academic
ISBN : STANFORD:36105131550332

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Dissertation Abstracts International by Anonim Pdf

Masters' Essays and Doctoral Dissertations

Author : Columbia University. Graduate Faculties
Publisher : Unknown
Page : 28 pages
File Size : 47,5 Mb
Release : 1983
Category : Dissertations, Academic
ISBN : STANFORD:36105023540524

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Masters' Essays and Doctoral Dissertations by Columbia University. Graduate Faculties Pdf

American Doctoral Dissertations

Author : Anonim
Publisher : Unknown
Page : 776 pages
File Size : 44,7 Mb
Release : 2001
Category : Dissertation abstracts
ISBN : UOM:39015086908145

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American Doctoral Dissertations by Anonim Pdf