Pricing American and European foreign currency options with stochastic volatility /
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
2002
|
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| LEADER | 00717cam a2200205 a 4500 | ||
|---|---|---|---|
| 001 | u517222 | ||
| 003 | SIRSI | ||
| 008 | 031002s2002 my v 00 1 eng | ||
| 035 | |a ACZ-2642 | ||
| 040 | |a UMM | ||
| 090 | |a HG173 |b NUS 2002 Wan | ||
| 100 | 1 | 0 | |a Wang, Ping |
| 245 | 1 | 0 | |a Pricing American and European foreign currency options with stochastic volatility / |c Wang Ping. |
| 260 | |c 2002 | ||
| 300 | |a vi, 70 leaves : |b ill. ; |c 30 cm. | ||
| 502 | |a Dissertation (M.Sc. (Mgmt.)) -- National Univesity of Singapore, 2002. | ||
| 504 | |a Bibliography: leaves 65-70. | ||
| 948 | |a 02/10/2003 |b 02/10/2003 | ||
| 596 | |a 1 | ||
| 999 | |a HG173 NUS 2002 WAN |w LC |c 1 |i A511289359 |l B_KOM4 |m P01UTAMA |r Y |s Y |t TESIS |u 29/10/2003 |o .PUBLIC. BKOM 4 : 43740 | ||