特價書籍
特價書專區
香港書城
精確搜尋
   
基督教書店
基督教書店
  enquiry@hkbookcity.com phone 25588233 whatsapp (辦公時間已過) 55421483 香港書城粉絲團  

Pricing Foreign Exchange Options: Incorporating Purchasing Power Parity (Second edition)
作者: David W.K. Yeung and Michael Tow Cheung 
出版社: 香港大學出版社Hong
香港大學出版社Hong Kong University Press
出版日期: 1998
頁數: 104
ISBN-10: 9622094546
ISBN-13: 9789622094543
書城編號: 2110
 

原價: HK$65.00
現售: HK$61.75 節省: HK$3.25
(購買此書 10本以上 9折, 60本以上 8折)

買
購買後立即進貨, 約需 7-12 天

簡介
This book develops a new and interesting approach to the valuation of foreign exchange options. The authors synthesise international monetarytheory 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.

David W.K. Yeung received his Ph.D. from York University. He has been a visiting assistant professor at Queen s University, assistant professor at York University, associate professor at the University of Windsor, and senior fellow and senior lecturer at the National University of Singapore. He is currently an associate professor at the School of Economics and Finance, the University of Hong Kong. He has published over fifty academic articles on economics, finance and operations research. He is also the editor of International Game Theory Review.

Michael Tow Cheung received his Ph.D. from the London School of Economics, University of London. He has been a Nuffield Fellow, Research Fellow at the Centre for Banking and International Finance, City University (London), visiting associate professor at Simon Fraser University, and visiting senior fellow at Nanyang Technological University Business School. He is currently an associate professor at the School of Economics and Finance, the University of Hong Kong, and assistant editor of Asian Economic Journal.
評分 尚未有...

* 以上資料僅供參考之用, 香港書城並不保證以上資料的準確性及完整性。
* 如送貨地址在香港以外, 當書籍/產品入口時, 顧客須自行繳付入口關稅和其他入口銷售稅項。

 

  我的帳戶 |  我的購物車 |  團購優惠 |  加入供應商
廣告刊登 |  公司簡介 |  English

香港書城 版權所有 私隱政策聲明

顯示模式 -- 現在是: 電腦版 (改為: 手機版)