pricing of foreign currency options
By: by James N. Bodurtha and Georges R. Courtadon.
Contributors: Courtadon, Georges.; Salomon Brothers Center for the Study of Financial Institutions.; New York University. Graduate School of Business Administration.
Series: Monograph series in finance and economics -- monograph 1987-4/5.; Monograph series in finance and economics -- monograph 1987-4/5.
Publisher: Salomon Brothers Center for the Study of Financial Institutions, Graduate School of Business Administration, New York University
Published: 1988
Place of publication: New York, N.Y
Language: eng
Number of pages: 90
Subjects: Foreign exchange -- Mathematical models.; Option (Contract); International finance.
Notes: Bibliography: p.87.