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Market-Conform Valuation of Options
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Market-Conform Valuation of Options

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.
Kirjailija
Tobias Herwig
Painos
2006 ed.
ISBN
9783540308379
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
17.1.2006
Sivumäärä
106