Option Pricing In Incomplete Markets: Modeling Based On Geometric L'Evy Processes And Minimal Entropy Martingale Measures
Modeling Based On Geometric Levy Processes And Minimal Entropy Martingale Measures
idioma: inglês
Editor:
Imperial College Press, novembro de 2011 ‧
ver detalhes do produto
109,50€
10% DESCONTO
CARTÃO
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
portes grátis
Venda o seu livro
SINOPSE
Offers the reader practical methods to compute the option prices in the incomplete asset markets. This title shows that the geometric Levy process (GLP) is a typical example of the incomplete market, and that the MEMM (minimal entropy martingale measure) is an extremely powerful pricing measure. It also introduces the (GLP \& MEMM) pricing models.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9781848163478 |
| Editor: | Imperial College Press |
| Data de Lançamento: | novembro de 2011 |
| Idioma: | Inglês |
| Encadernação: | Capa dura |
| Páginas: | 202 |
| Tipo de produto: | Livro |
| Coleção: | Series In Quantitative Finance |
| Classificação Temática: |
Livros em Inglês
>
Economia, Finanças e Contabilidade
>
Finanças
Livros em Inglês > Gestão > Gestão e Organização Livros em Inglês > Outros |
| EAN: | 9781848163478 |
LIVROS DA MESMA COLEÇÃO
-
eBook20%Simulating Copulas: Stochastic Models, Sampling Algorithms, And ApplicationsWORLD SCIENTIFIC PUBLISHING COMPANY40,28€
50,35€ -
eBook20%Introduction To Computational Finance, AnWORLD SCIENTIFIC PUBLISHING COMPANY40,28€
50,35€
-
imagem não disponívelRisk Sensitive Value Measure Method: A New Method Of Project Evaluation10%Risk Sensitive Value Measure Method: A New Method Of Project EvaluationWORLD SCIENTIFIC PUBLISHING CO PTE LTD97,34€
108,15€portes grátis