It takes the average reader 1 hour and 47 minutes to read Pricing Foreign Exchange Options by David W.K. Yeung
Assuming a reading speed of 250 words per minute. Learn more
This book develops a new and interesting approach to the valuation of foreign exchange options. The authors synthesise international monetary theory with the Samuelson-Black-Scholes insight that assets prices follow diffusion processes, and obtain a system of stochastic differential equations to model exchange rate dynamics under the influence of purchasing power parity. An exact formula to price foreign currency options is obtained, which incorporates the influence of its purchasing power parity. The book is essential to advanced undergraduate and graduate students who wish to learn about the modern theory of foreign exchange options. Since its results are completely operational, the book will also prove to be invaluable for practitioners in the financial markets.
Pricing Foreign Exchange Options by David W.K. Yeung is 105 pages long, and a total of 26,775 words.
This makes it 35% the length of the average book. It also has 33% more words than the average book.
The average oral reading speed is 183 words per minute. This means it takes 2 hours and 26 minutes to read Pricing Foreign Exchange Options aloud.
Pricing Foreign Exchange Options is suitable for students ages 10 and up.
Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.
When deciding what to show young students always use your best judgement and consult a professional.
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