Volatility models in foreign currency option pricing
by Ariful Hoque, Felix Chan and Meher Manzur
| Year of publication: |
June 2006
|
|---|---|
| Other Persons: | Hoque, Ariful (contributor) ; Chan, Felix (contributor) ; Manzur, Meher (contributor) |
| Publisher: |
Perth : Curtin Univ. of Techn., School of Economics and Finance |
| Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Währungsderivat | Currency derivative | Devisenoption | Currency option | ARCH-Modell | ARCH model | Wechselkurs | Exchange rate | Schätzung | Estimation |
| Extent: | Online-Ressource, 19 S. = 511 KB, Text |
|---|---|
| Series: | Working paper series / School of Economics and Finance, Curtin University. - Perth : [Verlag nicht ermittelbar], ZDB-ID 2158423-0. - Vol. 06,07 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003340575