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Foundations of foreign exchange option symmetry / Valery A. Kholodnyi, John F. Price

By: Contributor(s): Publication details: U.S.A : IES Press, c1998.Description: xxiii, 160 p. : ill. ; 24 cmISBN:
  • 0966303202
  • 9780966303209
Subject(s): DDC classification:
  • 22 332.45 KHO
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Holdings
Item type Current library Call number Copy number Status Date due Barcode
Book Open Access Book Open Access Engineering Library 332.45 KHO (Browse shelf(Opens below)) 1 Available BUML23091091


CONTENT

1. FOREIGN EXCHANGE OPTION SYMMETRY IN GENERAL MARKET ENVIRONMENT
1. Introduction

2. Notations and results

3. Applications

4. Validity of the symmetry relationships for European options

5. Validity of the symmetry relationships for Bermudan and American options

6. Validity of the symmetry relationships for Barrier options

7. Continuous strike range call and put options

8. Conclusion

2. FOREIGN EXCHANGE OPTION SYMMETRY IN A MULTIPLE CURRENCY GENERAL MARKET ENVIRONMENT
1. Introduction

2. Graph theoretic formalism for a map of the world foreign exchange market

3. Vector bundle formalism for foreign exchange contingent pay offs

4. Particular bases for the vector lattice of all abstract pay offs

5. Foreign exchange abstract options



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