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Foreign Exchange Option Symmetry
 
 
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Foreign Exchange Option Symmetry [Hardcover]

VALERY A Kholodnyi (Author)
5.0 out of 5 stars  See all reviews (1 customer review)
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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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First Sentence
It is well known that, due to a general no-arbitrage argument, there is a pairing for European call and put options referred to as put-call parity. Read the first page
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Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
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Most helpful customer reviews
New option value relationships Jan 25 2001
By A Customer
Format: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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6 of 6 people found the following review helpful
New option value relationships Jan 25 2001
By A Customer - Published on Amazon.com
Format: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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