Girsanov, Numeraires, And All That Av Patrick S. Hagan, Andew (Bernard M. Baruch College City University Of New York) Lesniewski
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 mo......
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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.
Topplisten: Other Brand Økonomi og ledelse
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| Språk | Engelsk |
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| Sett | Nei |
| Typ | Papirbøker |
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