This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Pricing Derived Securities Under an Edgeworthian Process

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Wu, S.Y. () (University of Iowa)
Qin, C.Z.
Abstract

The purpose of this paper is twofold. First, it introduces a new version of the Edgeworth process with trading activities centered around self-interested enterprising arbitragers; and second it examines how the prices of the derived securities are deteremined under this process.

Download Info
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Publisher Info
Paper provided by University of Iowa, Department of Economics in its series Working Papers with number 96-01.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 40 pages
Date of creation: 1996
Date of revision:
Handle: RePEc:uia:iowaec:96-01

Contact details of provider:
Postal: University of Iowa, Department of Economics, Henry B. Tippie College of Business, Iowa City, Iowa 52242
Phone: (319) 335-0829
Fax: (319) 335-1956
Web page: http://tippie.uiowa.edu/economics/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Renea Jay).

Related research
Keywords: FINANCIAL MARKET; SECURITIES; PRICING; ECONOMIC MODELS;

Find related papers by JEL classification:
G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
G30 - Financial Economics - - Corporate Finance and Governance - - - General
G39 - Financial Economics - - Corporate Finance and Governance - - - Other

Statistics
Access and download statistics

Did you know? About 1000 journals are listed on RePEc.

This page was last updated on 2009-11-27.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.