The Resource Currency option pricing with stochastic interest rates and transaction costs : a theoretical model with some empirical results, Mariusz Tamborski

Currency option pricing with stochastic interest rates and transaction costs : a theoretical model with some empirical results, Mariusz Tamborski

Label
Currency option pricing with stochastic interest rates and transaction costs : a theoretical model with some empirical results
Title
Currency option pricing with stochastic interest rates and transaction costs
Title remainder
a theoretical model with some empirical results
Statement of responsibility
Mariusz Tamborski
Creator
Contributor
Subject
Language
eng
Member of
Cataloging source
IT-FiEUI
http://library.link/vocab/creatorName
Tamborski, Mariusz
Date time place
Defence date: 6 April 1994
Dissertation note
Thesis (Ph. D.)--European University Institute (ECO), 1994.
Illustrations
  • charts
  • illustrations
Index
no index present
Literary form
non fiction
Nature of contents
theses
http://library.link/vocab/relatedWorkOrContributorName
European University Institute
Series statement
  • EUI PhD theses
  • EUI theses
http://library.link/vocab/subjectName
  • Pricing
  • Money
  • Transaction costs
Label
Currency option pricing with stochastic interest rates and transaction costs : a theoretical model with some empirical results, Mariusz Tamborski
Instantiates
Publication
Note
Examining board: Prof. Ronald Anderson, Université Catholique de Louvain, co-supervisor ; Prof. Giuseppe Bertola, University of Turin ; Prof. Fabio Canova, Brown University ; Prof. Robert Waldmann, E.U.I., supervisor ; Prof. Paul Weller, University of Iowa
Bibliography note
Includes bibliographical references (pages 141-147)
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Control code
FIEb11222190
Dimensions
30 cm.
Extent
147 pages
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
charts, tables
System control number
(OCoLC)535327161
Label
Currency option pricing with stochastic interest rates and transaction costs : a theoretical model with some empirical results, Mariusz Tamborski
Publication
Note
Examining board: Prof. Ronald Anderson, Université Catholique de Louvain, co-supervisor ; Prof. Giuseppe Bertola, University of Turin ; Prof. Fabio Canova, Brown University ; Prof. Robert Waldmann, E.U.I., supervisor ; Prof. Paul Weller, University of Iowa
Bibliography note
Includes bibliographical references (pages 141-147)
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Control code
FIEb11222190
Dimensions
30 cm.
Extent
147 pages
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
charts, tables
System control number
(OCoLC)535327161

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