Modelling exchange rates in continuous time : estimation and option pricing :: Bent E. Sørensen :: Institute for Financial Research, Birkbeck College 1996 :: OBNB, the Open British National Bibliography

Publication Data

Title Modelling exchange rates in continuous time : estimation and option pricing
Author Bent E. Sørensen
Contributors W. R. M. Perraudin, W. R. M. Perraudin
Publisher Institute for Financial Research, Birkbeck College
Publication date 1996
Publication location London
Language English

Descriptive Notes

Title from cover.

Topics

Foreign exchange rates :: Mathematical models
Estimation theory
Options (Finance) :: Mathematical models

Catalogue Data

OBNB ID GB9764947
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 39 p.
P1042 Bibliography: p. 30-33.

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Modelling exchange rates in continuous time : estimation and option pricing by Bent E. Sørensen. Published by Institute for Financial Research, Birkbeck College in 1996. Publication and catalogue information, links to buy online and reader comments.