Foreign Exchange Option Symmetry

Valery A Kholodnyi and John F Price
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Valery A Kholodnyi: Integrated Energy Services, L.C., Iowa, USA
John F Price: Maharishi University of Management, Iowa, USA

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: This book studies the actual financial phenomena underlying the evaluation of financial derivatives, which is today virtually identified with and even replaced by the study of the mathematical aspects of stochastic calculus as a model for such phenomena. It adopts the view that the study of financial phenomena is on the brink of a revolution similar to that of quantum physics in the 1920s. History has shown that virtually all the major revolutions in physics were made through recognizing the presence of an inherent symmetry in underlying phenomena.

Date: 1998
ISBN: 9789810233624
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Chapters in this book:

Ch 1 Introduction , pp 1-12

Valery A. Kholodnyi and John F. Price

Ch 2 Market Environment , pp 15-32

Valery A. Kholodnyi and John F. Price

Ch 3 Symmetry in a Foreign Exchange Market , pp 33-54

Valery A. Kholodnyi and John F. Price

Ch 4 Further Symmetries , pp 55-70

Valery A. Kholodnyi and John F. Price

Ch 5 Options with Consistently Smoothed Payoffs , pp 71-81

Valery A. Kholodnyi and John F. Price

Ch 6 Applications , pp 83-87

Valery A. Kholodnyi and John F. Price

Ch 7 Validity of the Symmetry Relationships for European Options , pp 91-96

Valery A. Kholodnyi and John F. Price

Ch 8 Validity of the Symmetry Relationships for Bermudan and American Options , pp 97-114

Valery A. Kholodnyi and John F. Price

Ch 9 Validity of the Symmetry Relationships for Barrier Options , pp 115-121

Valery A. Kholodnyi and John F. Price

Ch 10 Validity of the Symmetry Relationships for Options with Consistently Smoothed Payoffs , pp 123-125

Valery A. Kholodnyi and John F. Price

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