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language: english
Publisher: CAMBRIDGE UNIVERSITY PRESS, November of 2022 ‧
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In this Element the authors review the technique of the change of numeraire in the martingale approach to option pricing. Their intention is to present a reader friendly explanation of the technique itself, and illustrate how it is applied in various fields of quantitative finance as the basis for building option valuation models.

Girsanov, Numeraires, And All That

by Andrew (Bernard M. Baruch College, City University Of New York) Lesniewski e Patrick S. (Gorilla Science) Hagan

Property Description
ISBN: 9781009339285
Publisher: CAMBRIDGE UNIVERSITY PRESS
Release Date: November of 2022
Language: English
Cover: Softcover
Pages: 52
Format: Book
Collection: Elements In Quantitative Finance
Categories: Books in English > Economics, Finance and Accounting > Finances
Books in English > Others
EAN: 9781009339285