Applying the General Pricing Framework

Carl Chiarella, Xuezhong (Tony) He () and Christina Sklibosios Nikitopoulos
Additional contact information
Christina Sklibosios Nikitopoulos: University of Technology Sydney

Chapter Chapter 11 in Derivative Security Pricing, 2015, pp 235-249 from Springer

Abstract: Abstract This chapter applies the general pricing framework developed in Chap. 10 to some standard one factor examples including stock options, currency options, futures options and a two factor model of exchange option.

Keywords: Excess Return; Foreign Currency; Stock Option; Future Price; Future Contract (search for similar items in EconPapers)
Date: 2015
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:dymchp:978-3-662-45906-5_11

Ordering information: This item can be ordered from
http://www.springer.com/9783662459065

DOI: 10.1007/978-3-662-45906-5_11

Access Statistics for this chapter

More chapters in Dynamic Modeling and Econometrics in Economics and Finance from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().