Книга Foreign Exchange Option Symmetry Valery A. Kholodnyi

Foreign Exchange Option Symmetry

Език: Английски език
Корици: С твърди корици
Наличност: 50% вероятност
Ще претърсим света
95.44 186.67 лв
This work studies the actual financial phenomena underlying the evaluation of financial derivatives,...

Информация за книгата

Език
Английски език
Корици
Книга - С твърди корици
Издадена
1998
страници
160
EAN
9789810233624
ISBN
9810233620
Enbook ID
05065935
Теглоt
340
Размери
161 x 231 x 14

Пълно описание

This work studies the actual financial phenomena underlying the evaluation of financial derivatives, which is today virtually identified with and even replaced by the study of the mathematical aspects of stochastic calculus as a model for such phenomena. It adopts the view that the study of financial phenomena is on the brink of a revolution similar to that of quantum physics in the 1920s. In this volume, a fundamental symmetry in a foreign exchange market that associates financially equivalent options on opposite sides of the market is introduced. This symmetry holds a general foreign exchange market environment.

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