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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Format: | Others |
Language: | English Chinese |
Published: |
2001
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Online Access: | http://library.cuhk.edu.hk/record=b6073923 http://repository.lib.cuhk.edu.hk/en/item/cuhk-343027 |