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Market-Conform Valuation of Options - Lecture Notes in Economics and Mathematical Systems Tobias Herwig 2006 edition
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Market-Conform Valuation of Options - Lecture Notes in Economics and Mathematical Systems
Tobias Herwig
Market-conform pricing means that prices of existing actively traded securities are taken as given, and then the set of equivalent martingale measures that are consistent with the initial prices of the traded securities is derived using no-arbitrage arguments.
106 pages, 10 black & white illustrations, 12 black & white tables, biography
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2006. gada 17. janvāris |
| ISBN13 | 9783540308379 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 106 |
| Izmēri | 155 × 235 × 6 mm · 176 g |
| Valoda | Angļu |
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