Advances in Futures and Options Research, Volume 10 (Advances in Futures and Options Research)
Contributors: P. Ritchken (Editor); P. Boyle (Editor); G. Pennacchi (Editor)
Publisher: JAI Press
Published: January 1, 1998
Language: eng
Format: Hardcover
Number of pages: 280
ISBN-13: 9780762303267
Subjects: Economic forecasting; Stocks & shares; Finance; Commodities And Commodity Exchanges; Business & Economics; Business / Economics / Finance; Business/Economics; History; Business & Economics / Finance; Science-History
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.