Option pricing when the regime-switching risk is priced :: Tak Kuen Siu :: School of Economics and Finance, University of St. Andrews 2007 :: OBNB, the Open British National Bibliography

Publication Data

Title Option pricing when the regime-switching risk is priced
Author Tak Kuen Siu
Contributors Hailiang Yang, John W. Lau, John W. Lau, John W. Lau
Publisher School of Economics and Finance, University of St. Andrews
Publication date 2007
Publication location St. Andrews
Language English

Descriptive Notes

Title from cover.

Topics

Options (Finance) :: Prices :: Mathematical models
Capital assets pricing model

Catalogue Data

OBNB ID GBA872532
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 25 p.
P1042 Includes bibliographical references.

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Option pricing when the regime-switching risk is priced by Tak Kuen Siu. Published by School of Economics and Finance, University of St. Andrews in 2007. Publication and catalogue information, links to buy online and reader comments.