On the qualitative effect of volatility and duration on prices of Asian options :: Peter Carr :: CRIEFF, University of St. Andrews 2008 :: OBNB, the Open British National Bibliography

Publication Data

Title On the qualitative effect of volatility and duration on prices of Asian options
Author Peter Carr
Contributors Christian-Oliver Ewald, Yajun Xiao, Yajun Xiao
Publisher CRIEFF, University of St. Andrews
Publication date 2008
Publication location St. Andrews
Language English

Descriptive Notes

Caption title.

Topics

Options (Finance) :: Asia

Catalogue Data

OBNB ID GBA867891
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.6453095

ISBD

P1053 16 p.
P1042 Includes bibliographical references.

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On the qualitative effect of volatility and duration on prices of Asian options by Peter Carr. Published by CRIEFF, University of St. Andrews in 2008. Publication and catalogue information, links to buy online and reader comments.