In this Book

Pricing Foreign Exchange Options
summary
This book develops a new and interesting approach to the valuation of foreign exchange options.

Table of Contents

  1. Cover
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  1. Frontmatter
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  1. FOREWORD BY STEVEN N.S. CHEUNG
  2. pp. v-v
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  1. ACKNOWLEDGEMENTS
  2. pp. vi-vii
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  1. TABLE OF CONTENTS
  2. pp. ix-xi
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  1. CHAPTER 1 PREAMBLE
  2. pp. 1-5
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  1. CHAPTER 2 DEFINITIONS AND TERMINOLOGY
  2. pp. 6-9
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  1. CHAPTER 3 TECHNICAL GLOSSARY
  2. pp. 10-18
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  1. CHAPTER 4 STOCHASTIC ASSUMPTIONS AND OPTION PRICING
  2. pp. 19-23
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  1. CHAPTER 5 THE BLACK-SCHOLES OPTIONS THEORY
  2. pp. 24-42
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  1. CHAPTER 6 GEOMETRIC BROWNIAN MOTION, "ALMOST CERTAIN RUIN", AND ASSET MARKETS EQUILIBRIUM IN OPTIONS PRICING
  2. pp. 43-69
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  1. CHAPTER 7 NON RANDOM WALK EFFECTS AND A NEW STOCHASTIC SPECIFICATION
  2. pp. 57-70
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  1. CHAPTER 8 PRICING FOREIGN EXCHANGE OPTIONS INCORPORATING PURCHASING POWER PARITY
  2. pp. 71-86
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  1. CHAPTER 9 CONCLUSIONS
  2. pp. 87-89
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  1. A Note on Software
  2. pp. 89-89
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  1. Index
  2. pp. 90-91
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