Advances in Pacific Basin Financial Markets

ISBN-13: 9780762301966 / Angielski / Twarda / 1997 / 344 str.

Theodore Bos;Thomas A. Fetherston

Opis

This is the third volume in a series which examines advances in Pacific Basin financial markets. It discusses issues such as time-varying volatility estimates in option pricing, the risk behaviour of Hong Kong firms approaching bankruptcy, and the time value of futures options in Australia.