Essays on Pricing Equity and Commodity Derivatives
Language: en
Pages:

Essays on Pricing Equity and Commodity Derivatives

Authors: Sang Baum Kang
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Type: BOOK - Published: 2012 - Publisher:

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"This thesis consists of two essays on the pricing of equity and commodity derivatives. In the first essay, we investigate overpricing of call options. A recent
Essays on Pricing Commodity Derivatives
Language: en
Pages: 122

Essays on Pricing Commodity Derivatives

Authors: Sami Järvinen
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Type: BOOK - Published: 2004 - Publisher:

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Essays on the Relations Between Derivatives and Underlying Asset Or Commodity Markets
Language: en
Pages:

Essays on the Relations Between Derivatives and Underlying Asset Or Commodity Markets

Authors:
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Type: BOOK - Published: 2015 - Publisher:

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Essays on Pricing of Derivatives with Interest Rate, Credit, and Equity Risks
Language: en
Pages: 127

Essays on Pricing of Derivatives with Interest Rate, Credit, and Equity Risks

Authors: Ravi Shanker Mateti
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Type: BOOK - Published: 2007 - Publisher:

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Then we show how the Das and Sundaram model can be extended to price convertible bonds which have a peculiar conversion feature; these bonds are convertible not
Three Essays on Pricing Credit and Commodity Derivatives
Language: en
Pages:

Three Essays on Pricing Credit and Commodity Derivatives

Authors: Xuhui Pan
Categories:
Type: BOOK - Published: 2012 - Publisher:

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"This thesis comprises of three essays on pricing credit and commodity derivatives...