Last edited by Voodooshura

Thursday, December 3, 2020 | History

2 edition of **theory and corporate practice of foreign currency option pricing** found in the catalog.

theory and corporate practice of foreign currency option pricing

Stefan Urbigkeit

- 185 Want to read
- 30 Currently reading

Published
**1986** by University of Glasgow in Glasgow .

Written in English

**Edition Notes**

Statement | Stefan Urbigkeit. |

ID Numbers | |
---|---|

Open Library | OL21618214M |

ISBN 10 | 0852612656 |

“The Pricing of Currency Options: A Review,” in R. E. Schwartz and C. W. Smith, eds., Handbook of Currency and Interest Rate Risk Management, Simon & Schuster, , 5// “Stock Index Futures in Switzerland: Pricing and Hedging Performance,” with Walter Wasserfallen and Thomas Stucki, Review of Futures Markets, , v9(3),

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In finance, an option is a contract which gives the buyer (the owner or holder of the option) the right, but not the obligation, to buy or sell an underlying asset or instrument at a specified strike price prior to or on a specified date, depending on the form of the strike price may be set by reference to the spot price (market price) of the underlying security or commodity on the.

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