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Girsanov, Numeraires, And All That
Livro
eBook
idioma: inglês
Editor:
CAMBRIDGE UNIVERSITY PRESS, novembro de 2022 ‧
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24,33€
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9781009339285 |
| Editor: | CAMBRIDGE UNIVERSITY PRESS |
| Data de Lançamento: | novembro de 2022 |
| Idioma: | Inglês |
| Encadernação: | Capa mole |
| Páginas: | 52 |
| Tipo de produto: | Livro |
| Coleção: | Elements In Quantitative Finance |
| Classificação Temática: |
Livros em Inglês
>
Economia, Finanças e Contabilidade
>
Finanças
Livros em Inglês > Outros |
| EAN: | 9781009339285 |
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