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VDM Verlag Essays in Foreign Currency Options Markets: Pricing Currency Options

Name: Essays in Foreign Currency Options Markets: Pricing Currency Options
Brand: VDM Verlag
Price: 69.0 GBP
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This book includes the materials from author's PhD thesis. In the past three decades, the use of foreign currency options has increased exponentially as a hedging tool and for speculative purposes into a major foreign exchange activity. Increased use of foreign currency options is a reflection of the explosive growth in the use of other kinds of options. It leads a major concern about the improvements in pricing currency options in the 24- hour-a-day basis foreign exchange market. In order to ensure that options are correctly priced, the options market needs to be efficient. This book, therefore, provides a systematic analysis of the key issues currency options pricing and its market efficiency. The contemporary market microstructure concept has also been employed with the traditional approach to address these challenging critical problems in the volatile financial market. The analysis should help the global financial communities including the researchers, financial mangers of multinational enterprise, foreign exchange traders and investors.

Product Specifications

Brand: VDM Verlag
Format: paperback
ASIN: 3639299574
Category: Books > Subjects > Business, Finance & Law > Accounting > International
Domain: Amazon UK
Release Date: 03 October 2010
Listed Since: 06 October 2010

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It has never been this cheap. We have no record of a lower price.

VDM Verlag Essays in Foreign Currency Options Markets: Pricing Currency Options

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Price Analysis

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Similar Products You Might Like

Econometrics of Exchange Rate Movements

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