✦ LIBER ✦

An Overview of Contingent Claims Pricing

✍ Scribed by John Hull; Alan White

Book ID: 114945054
Publisher: Wiley (John Wiley & Sons)
Year: 2009
Tongue: English
Weight: 599 KB
Volume: 5
Category: Article
ISSN: 0825-0383
DOI: 10.1111/j.1936-4490.1988.tb00485.x

No coin nor oath required. For personal study only.

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## Abstract We advance a model of the tradable permit market and derive a pricing formula for contingent claims traded in the market in a general equilibrium framework. It is shown that prices of such contingent claims exhibit significantly different properties from those in the ordinary financial