Foreign Exchange Option Symmetry
Author: Valery A. Kholodnyi, John F. Price
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ISBN: 9810233620
Publisher: World Scientific Pub Co (July, 1998)
Sales Rank: 498,420
Average Customer Rating: 5 out of 5
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Rating: 5 out of 5
New option value relationships
The main thrust of this book is the development of new and powerful symmetry relationships in the values of options in foreign exchange markets. What makes these relationships really interesting -- and useful -- is that the authors show that they are valid in all markets. For example, no assumptions are needed on the existence of probability distributions. The final symmetries are easily understood and introduced using language from physics. This stuff should be in all books on mathematical finance. Traders, financial professionals, students and academics will find this book useful. Similar Products
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