Advances in Futures and Options Research
Subtitle: The Black-Scholes Model Vol 8 (Advances in Futures and Options Research)
Publisher: Elsevier Limited
Published: October 6, 1981
Language: eng
Format: Hardcover
Number of pages: 324
ISBN-13: 9781559388528
Subjects: Economic forecasting; Investment & securities; Commodities And Commodity Exchanges; Business / Economics / Finance; Science/Mathematics; Finance; Business & Economics / Finance
First sentence: Recently there has been some interest in the valuation of derivative securities for which the payoff depends on the amount of time during the life of the contract that some underlying variable, such as an asset price or an interest rate, lies within a specified range.