Currency option pricing with stochastic interest rates and transaction costs <a> theoretical model
Salvato in:
| Autore principale: | |
|---|---|
| Natura: | Libro |
| Lingua: | inglese |
| Pubblicazione: |
San Domenico (FI)
European University Institute
1994
|
| Serie: | EUI Working paper ECO
No. 94/9 |
| Soggetti: | |
| Tags: |
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
Documenti analoghi: Currency option pricing with stochastic interest rates and transaction costs
- Are standard deviations implied in currency option prices good predictors of future exchange rate volatility?
- Money, output, and the expected real interest rate.
- Modely oceňovania opčných kontraktov na menové páry a úrokové miery. Garmanov – Kolhagenov model
- Statický Mundellow-Flemingov model
- Stochastické modelování úrokové sazby - Vasíčkův model
- Day-to-day monetary policy and the volatility of the Federal funds interest rate