Two essays on derivatives markets.

The development and introduction of financial derivatives have great impact on modern finance. Option pricing theory has become a powerful tool to value and to understand these innovations. It is also an indispensable tool to calculate hedge ratios for risk measurement and management. On the one han...

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Bibliographic Details
Other Authors: Yung, Hei Ming.
Format: Others
Language:English
Chinese
Published: 2001
Subjects:
Online Access:http://library.cuhk.edu.hk/record=b6073923
http://repository.lib.cuhk.edu.hk/en/item/cuhk-343027