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Pricing in (In)Complete Markets: Structural Analysis and Applications - Lecture Notes in Economics and Mathematical Systems Angelika Esser Softcover reprint of the original 1st ed. 2004 edition
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Pricing in (In)Complete Markets: Structural Analysis and Applications - Lecture Notes in Economics and Mathematical Systems
Angelika Esser
In this book, the authors investigate structural aspects of no arbitrage pricing of contingent claims and applications of the general pricing theory in the context of incomplete markets. Firstly, the general theory discussed before is applied to the pricing of power options in a stochastic volatility model.
140 pages, 2 black & white illustrations, 1 black & white tables, biography
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2004. gada 23. janvāris |
| ISBN13 | 9783540208174 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 122 |
| Izmēri | 155 × 235 × 7 mm · 204 g |
| Valoda | Angļu Vācu |
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