Journal of Economic Research, 第 5 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2000 |
搜尋書籍內容
第 1 到 3 筆結果,共 16 筆
第 206 頁
... Option ) has the following payoff : F2 MAX [ ST – K , 0 ] ( 1 ) YT where S1 Current price of the underlying asset in ... option parameters , such as time to maturity , volatilities , correlation and interest rates on the option value ...
... Option ) has the following payoff : F2 MAX [ ST – K , 0 ] ( 1 ) YT where S1 Current price of the underlying asset in ... option parameters , such as time to maturity , volatilities , correlation and interest rates on the option value ...
第 212 頁
... option value grows . The second term may be positive or negative depending on whether 2rf2rd + 2posoy is greater than zero or not . It can be interpreted as follows : If rf − d + 2pos © y ' , the expected growth rate of foreign stock ...
... option value grows . The second term may be positive or negative depending on whether 2rf2rd + 2posoy is greater than zero or not . It can be interpreted as follows : If rf − d + 2pos © y ' , the expected growth rate of foreign stock ...
第 222 頁
... options under garch , " Journal of Derivatives 7 , No. 1 , 1999 , 51–63 . Goldman , M.B. , H. Sosin and M. Gatto , " Path dependent option : Buy at the low , sell at the high , " The Journal of Finance 36 , 1979 , 111- 127 . Reiner , E ...
... options under garch , " Journal of Derivatives 7 , No. 1 , 1999 , 51–63 . Goldman , M.B. , H. Sosin and M. Gatto , " Path dependent option : Buy at the low , sell at the high , " The Journal of Finance 36 , 1979 , 111- 127 . Reiner , E ...
其他版本 - 查看全部
常見字詞
ahead forecasting brothers C₁ CALIFORN capital central bank central bank preferences comparative statics component cooperation correlation coefficient countries Cournot Cournot oligopoly demand DENC derived dollar dynamic density concentration dynamic density externalities dynamic externalities earnings inequality Earnings Ratio empirical employment equation equilibrium ERSITY estimated exchange rate F-statistic F²Y factor growth Hanyang University high-tech industries Hotelling Valuation Principle husbands increase inflation bias inflation targets interest rates Journal of Economic Korea labor Lambson LCONGEST LEDU Lorenz curve loss function Malaysia marginal cost measurement errors Miller and Upton monetary policy monopolistic number of firms oligopoly oligopsony optimal technology paper parameter percent profit R-squared R&D investment random-effect model RCLEO regression return to schooling sample SAN DIEGO seasonally adjusted seasonally adjusted data Seemingly Unrelated Regression siblings sisters stability statistics stock price strict inequality Table technology transfer trade liberalization transferor U.S. West Coast unadjusted uncertainty variable wives