Incorporating stochastic volatility and higher order moments in the pricing of currency derivatives : an empirical study of pricing models for European call options on foreign exchange rates
Haakon Esrød Brunell, Knut Harald Gjellestad, Erik Magnus Gullestad Glæsel
Bok Engelsk 2008
Utgitt | Bergen : [Forfatterne] , 2008
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Omfang | 84 bl. : ill.
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Opplysninger | Master thesis in financial economics - Norges handelshøyskole, høsten 2008
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