Abstract
This chapter introduces the concept of currency options and examines the factors that influence the price of options. Options pricing is explained intuitively using a binomial model but can alternatively be determined using closed form mathematical formula such as variations of the Black—Scholes model.
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© 2003 Steve Anthony
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Anthony, S. (2003). Currency Options — Pricing. In: Foreign Exchange in Practice. Finance and Capital Markets Series. Palgrave Macmillan, London. https://doi.org/10.1057/9781403914552_10
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DOI: https://doi.org/10.1057/9781403914552_10
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-50788-7
Online ISBN: 978-1-4039-1455-2
eBook Packages: Palgrave Economics & Finance CollectionEconomics and Finance (R0)