| Original language | English |
|---|---|
| Title of host publication | Financial Derivatives |
| Subtitle of host publication | Pricing and Risk Management |
| Publisher | John Wiley and Sons |
| Pages | 371-385 |
| Number of pages | 15 |
| ISBN (Print) | 9780470499108 |
| DOIs | |
| State | Published - Nov 29 2011 |
| Externally published | Yes |
ASJC Scopus Subject Areas
- General Economics,Econometrics and Finance
Keywords
- Arbitrage strategies
- Derivative securities
- Liquid market
- Pricing methodologies
- The theory of options in stocks and shares