Корично изображение Електронна книга

Option pricing in incomplete markets : modeling based on geometric Levy processes and minimal entropy martingale measures /

This volume offers the reader practical methods to compute the option prices in the incomplete asset markets. The [GLP & MEMM] pricing models are clearly introduced, and the properties of these models are discussed in great detail. It is shown that the geometric Levy process (GLP) is a typical e...

Пълно описание

Основен автор: Miyahara, Yoshio.
Формат: Електронна книга
Език: English
Публикувано: London : Imperial College Press, 2012.
Серия: Series in quantitative finance ; v. 3.
Предмети:
Options (Finance) > Prices > Mathematical models.
Pricing > Mathematical models.
Equilibrium (Economics) > Mathematical models.
Uncertainty > Mathematical models.
Finance > Mathematical models.
Options (Finance) > Prices > Mathematics.
Stock options.
BUSINESS & ECONOMICS > Investments & Securities > Stocks.
Electronic books.
Онлайн достъп: http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=516760
Подобни документи: Print version:Miyahara, Yoshio, 1944-: Option pricing in incomplete markets.
Онлайн достъп от Библиотека ”Паница” на Американския университет в България:

http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=516760
Провери в Paniza Library, AUBG Сигнатура: HG6024.A3 M59 2012eb

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