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Foreign Exchange Option Symmetry
ISBN: 9810233620     Date Published: 1998-03     Author(s): Valery A. Kholodnyi, John F. Price
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World Scientific Pub Co Inc
134 Pages
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06/20/2013 01:36:32
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Editorial Review - Book Description:

Studies the actual financial phenomena underlying the evaluation of financial derivatives, which is today virtually identified with and even replaced by the study of mathematical aspects of stochastic calculus as a model for such phenomena. DLC: Foreign exchange market.
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6 of 6 People found the following review helpful.

New option value relationships, January 25, 2001 By A Customer This review is from: Foreign Exchange Option Symmetry (Hardcover) The main thrust of this book is the development of new and powerful symmetry relationships in the values of options in foreign exchange markets. What makes these relationships really interesting -- and useful -- is that the authors show that they are valid in all markets. For example, no assumptions are needed on the existence of probability distributions. The final symmetries are easily understood and introduced using language from physics. This stuff should be in all books on mathematical finance. Traders, financial professionals, students and academics will find this book useful.
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