Description

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.

Advances in Pacific Basin Financial Markets

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Hardback by Theodore Bos , Thomas A. Fetherston

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This is the third volume in a series which examines advances in Pacific Basin financial markets. It discusses issues such... Read more

    Publisher: Emerald Publishing Limited
    Publication Date: 16/05/1997
    ISBN13: 9780762301966, 978-0762301966
    ISBN10: 0762301961

    Number of Pages: 344

    Non Fiction , Business, Finance & Law

    Description

    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.

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