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Option Prices As Probabilities eBook

A New Look At Generalized Black-Scholes Formulae

by Marc Yor, Christophe Profeta e Bernard Roynette
language: english
Publisher: Springer Berlin Heidelberg, January of 2010 ‧
59,61€
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The Black-Scholes formula plays a central role in Mathematical Finance; it gives the right price at which buyer and seller can agree. This volume gives a representation of the Black-Scholes formula in terms of Brownian last passages times.

Option Prices As Probabilities

A New Look At Generalized Black-Scholes Formulae

by Marc Yor, Christophe Profeta e Bernard Roynette

Property Description
ISBN: 9783642103957
Publisher: Springer Berlin Heidelberg
Release Date: January of 2010
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Springer Finance
Categories: eBooks in English > Economics, Finance and Accounting > Economy
eBooks in English > Economics, Finance and Accounting > Finances
EAN: 9783642103957

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